Man pages for onnokleen/mfGARCH
Mixed-Frequency GARCH Models

df_financialStock returns and financial conditions.
df_mfgarchMixed-frequency data set.
fit_mfgarchThis function estimates a multiplicative mixed-frequency...
plot_weighting_schemeThis function plots the weighting scheme of an estimated...
simulate_mfgarchThis function simulates a GARCH-MIDAS model. Innovations can...
simulate_mfgarch_diffusionThis function simulates a GARCH-MIDAS model where the...
onnokleen/mfGARCH documentation built on Sept. 30, 2018, 9:56 a.m.