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/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/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 man/simulate_mfgarch_rv_dependent.Rd

mfGARCH.Rproj

src/.gitignore

src/RcppExports.cpp

src/calculate_g.cpp

src/conditional_variance_diffusion.cpp

src/simulate_r.cpp

src/simulate_r_rv_as_dependent.cpp

src/sum_tau.cpp

tests/testthat.R tests/testthat/test-estimation.R

onnokleen/mfGARCH documentation built on Feb. 6, 2023, 12:10 p.m.