| analytical_grad | Analytical gradient of the log-likelihood function of the... |
| analytical_Hessian | Analytical Hessian of the (E)CCC-GARCH |
| d2lv | Hessian of the DCC log-likelihood function |
| dcc_est | Dynamic conditional correlations |
| dcc_estimation | Estimating an (E)DCC-GARCH model |
| dcc_estimation1 | Maximising the first stage log-likelihood function of the... |
| dcc_estimation2 | Maximising the second stage log-likelihood function of the... |
| dcc_results | Computing robust standard errors of the estimates in the... |
| dcc_sim | Simulating an (E)DCC-GARCH(1,1) process |
| dlc | Various partial derivatives of the DCC part of the... |
| dlv | Gradient of the GARCH part of the log-likelihood function of... |
| dlv_est | Gradient of the GARCH part of the log-likelihood function of... |
| eccc_estimation | Estimating an (E)CCC-GARCH model |
| eccc_sim | Simulating an (E)CCC-GARCH(1,1) process |
| fourth | Fourth-order moment condition for the vector GARCH equation |
| grad_dcc2 | Numerical gradient of the DCC part of the log-likelihood... |
| grad_full_likelihood | Numerical gradient of the full log-likelihood function of the... |
| hh_test | Carrying out the test of Hafner and Herwartz |
| jb_test | The Lomnicki-Jarque-Bera Test of normality (JB test) |
| ljung_box_test | The Ljung-Box Test statistic |
| loglik_dcc | The log-likelihood function for the (E)DCC GARCH model |
| loglik_dcc1 | The 1st stage log-likelihood function for the (E)DCC GARCH |
| loglik_dcc2 | The 2nd stage log-likelihood function for the (E)DCC GARCH |
| loglik_eccc | The log-likelihood function of the (E)CCC-GARCH model |
| nt_test | Carrying out the test of Nakatani and Ter\"asvirta |
| p_mat | Re-arranging a vector into parameter matrices |
| rob_kr | Computing standard and robustified excess kurtosis |
| rob_sk | Computing standard and robustified skewness |
| stationarity | The stationarity condition in Extended CC-GARCH models |
| stcc_sim | Simulating Data from an STCC-GARCH$(1,1)$ process |
| tr_func | Logistic transition function |
| uni_vola | Computing univariate GARCH(1,1) conditional variances |
| uni_vola_sim | Simulating a series with univariate GARCH(1,1) conditional... |
| vdR | Computing partial derivatives of the CCC matrix |
| vec_garch_derivative | Computing partial derivatives of a vector GARCH(1, 1)... |
| vector_garch | A vector GARCH(1,1) conditional variances |
