Estimating MGARCH(1,1) model equation by equation

ebeedcc | Estimation of DCC models, equation by equation |

EbEEMGARCH | Homepage of the documentation |

estim_ebee | Estimation of multivariate GARCH CCC equation by equation |

garchdccsim | Simulation of a MGARCH(1,1) DCC semi-diagonal |

InvSqrt | Generalized inverse of a square root of a symetric... |

invvech0 | Inverse of vech0 operator |

marko | Compute the assets' weights and the associated CVaR using... |

mgarchsim | Simulation of a MGARCH(1,1) CCC-diagonal or semi-diagonal |

msdccc | Compute mean and variance of estimators through Monte-Carlo... |

msddcc | Compute mean and variance of estimators through Monte-Carlo... |

residualsdcc | Residuals for MGARCH(1,1) DCC models |

Sqrt | Square root of a symetric semi-definite positive matrix |

varfhs | Compute CvaR using FHS method |

varspherical | Compute CVaR when residuals have a spherical distribution |

vech0 | vech0 operator |

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