Man pages for onnokleen/mfGARCH
Mixed-Frequency GARCH Models
| 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... |
