Files in onnokleen/mfGARCH
Mixed-Frequency GARCH Models

.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
LICENSE
License.md
NAMESPACE
NEWS.md R/RcppExports.R R/data.R R/fit_mfgarch.R R/generic_functions.R R/help.R R/helper_functions.R R/simulate_mfgarch.R R/simulate_mfgarch_diffusion.R README.md cran-comments.md
data-raw/OxfordManRealizedVolatilityIndices.zip
data-raw/VIX_1990-2003.xls
data-raw/df_daily.rds
data-raw/df_financial.csv
data-raw/df_mfgarch.csv
data-raw/mixed_frequency_data.R
data-raw/oxfordmanrealizedvolatilityindices.csv
data/df_financial.rda
data/df_mfgarch.rda
inst/CITATION
man/df_financial.Rd man/df_mfgarch.Rd man/fit_mfgarch.Rd man/plot_weighting_scheme.Rd man/simulate_mfgarch.Rd man/simulate_mfgarch_diffusion.Rd
mfGARCH.Rproj
package_loading.R
src/.gitignore
src/RcppExports.cpp
src/calculate_g.cpp
src/conditional_variance_diffusion.cpp
src/simulate_r.cpp
src/sum_tau.cpp
tests/testthat.R tests/testthat/test-estimation.R
onnokleen/mfGARCH documentation built on July 8, 2018, 8:11 p.m.