Files in alexanderlange53/BEKKs

Multivariate Conditional Volatility Modelling and Forecasting

LICENSE.md NEWS.Rmd R/BEKKs.R R/Portmanteau_test.R R/RcppExports.R R/VaR.R R/backtest.R R/bekk_fit.R R/bekk_fit_methods.R R/bekk_forecast.R R/bekk_functions.R R/bekk_mc_eval.R R/bekk_sim.R R/bekk_spec.R R/bekk_starting_values.R R/extract_csd.R R/matrix_stuff.R R/plot.backtest.R R/plot.bekk.R R/plot.var.R R/plot.virf.R R/summary.backtest.R R/summary.bekk.R R/summary.var.R R/virf.R R/zzz.R README.md cran-comments.md man/BEKKs.Rd man/GoldStocksBonds.Rd man/StocksBonds.Rd man/VaR.Rd man/backtest.Rd man/bekk_fit.Rd man/bekk_fit_methods.Rd man/bekk_spec.Rd man/portmanteau.test.Rd man/predict.Rd man/simulate.Rd man/virf.Rd tests/testthat.R tests/testthat/test-Grid_Search.R tests/testthat/test-asymmetric_grid_search.R tests/testthat/test-bekk_fit.R tests/testthat/test-bekk_forecast.R tests/testthat/test-bekk_sim.R tests/testthat/test-bhh_bekk.R tests/testthat/test-commutation_mat.R tests/testthat/test-duplication_mat.R tests/testthat/test-elimination_mat.R tests/testthat/test-inv_gen.R tests/testthat/test-loglike_bekk.R tests/testthat/test-loglike_bekk_asymm.R tests/testthat/test-score_bekk.R tests/testthat/test-score_dbekk.R tests/testthat/test-score_sbekk.R tests/testthat/test-valid_asymm_bekk.R tests/testthat/test-valid_bekk.R tests/testthat/test-virf.R tests/testthat/test_score_bekk_asymm.R tests/testthat/test_score_dbekk_asymm.R tests/testthat/test_score_sbekk_asymm.R