Man pages for TaoussD/EbEEMGARCH
Estimating MGARCH(1,1) model equation by equation

ebeedccEstimation of DCC models, equation by equation
EbEEMGARCHHomepage of the documentation
estim_ebeeEstimation of multivariate GARCH CCC equation by equation
garchdccsimSimulation of a MGARCH(1,1) DCC semi-diagonal
InvSqrtGeneralized inverse of a square root of a symetric...
invvech0Inverse of vech0 operator
markoCompute the assets' weights and the associated CVaR using...
mgarchsimSimulation of a MGARCH(1,1) CCC-diagonal or semi-diagonal
msdcccCompute mean and variance of estimators through Monte-Carlo...
msddccCompute mean and variance of estimators through Monte-Carlo...
residualsdccResiduals for MGARCH(1,1) DCC models
SqrtSquare root of a symetric semi-definite positive matrix
varfhsCompute CvaR using FHS method
varsphericalCompute CVaR when residuals have a spherical distribution
vech0vech0 operator
TaoussD/EbEEMGARCH documentation built on Dec. 12, 2017, 5:23 p.m.