Man pages for lucatrapin/FinEx
Financial econometrics analysis with extreme value statistics
| arq | Autoregressive quantile model |
| arq.forecast | Dynamic Quantile forecasts |
| FinEX-package | Financial Econometrics with extreme value statistics |
| req | Realized Extreme Quantile |
| req.forecast | Realized extreme quantile forecasts |
| rpot | Realized Peaks over Threshold |
| rpot.fitted | Realized Peaks over Threshold fitted values |
| rpot.forecast | Realized Peaks over Threshold forecasts |
| sp500 | Daily returns and 5-minute realized variance for the SP500. |
