Man pages for onnokleen/mfGARCH
Mixed-Frequency GARCH Models

df_financialStock returns and financial conditions.
fit_mfgarchThis function estimates a multiplicative mixed-frequency...
plot_weighting_schemeThis function plots the weighting scheme of an esimated...
simulate_mfgarchThis function simulates a GARCH-MIDAS model
simulate_mfgarch_diffusionThis function simulates a GARCH-MIDAS model where the...
onnokleen/mfGARCH documentation built on Feb. 20, 2018, 6:22 p.m.