API for hoanguc3m/ccgarch
Conditional Correlation GARCH models

Global functions
analytical.Hessian Man page Source code
analytical.grad Man page Source code
d2lv Man page Source code
dcc.est Man page Source code
dcc.estimation Man page Source code
dcc.estimation1 Man page Source code
dcc.estimation2 Man page Source code
dcc.results Man page Source code
dcc.sim Man page Source code
dlc Man page Source code
dlv Man page Source code
dlv.est Man page Source code
eccc.estimation Man page Source code
eccc.sim Man page Source code
fourth Man page Source code
grad.dcc.full Man page Source code
grad.dcc2 Man page Source code
hh.test Man page Source code
jb.test Man page Source code
ljung.box.test Man page Source code
loglik.dcc Man page
loglik.dcc1 Man page Source code
loglik.dcc2 Man page Source code
loglik.dcc2.ghst Source code
loglik.dcc2.std Source code
loglik.eccc Man page Source code
nt.test Man page Source code
p.mat Man page Source code
rob.kr Man page Source code
rob.sk Man page Source code
stationarity Man page Source code
stcc.sim Man page Source code
tr.func Man page Source code
uni.vola Man page Source code
uni.vola.sim Man page Source code
vdR Man page Source code
vec.garch.derivative Man page Source code
vector.garch Man page Source code
hoanguc3m/ccgarch documentation built on May 29, 2019, 11:05 p.m.