df_financial | Stock returns and financial conditions. |
df_mfgarch | Mixed-frequency data set. |
fit_mfgarch | This function estimates a multiplicative mixed-frequency... |
plot_weighting_scheme | This function plots the weighting scheme of an estimated... |
simulate_mfgarch | This function simulates a GARCH-MIDAS model. Innovations can... |
simulate_mfgarch_diffusion | This function simulates a GARCH-MIDAS model where the... |
simulate_mfgarch_rv_dependent | Simulate a GARCH-MIDAS similar to Wang/Ghysels with lagged... |
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