Files in vst/mgarch
Tools for simulating, estimating and diagnosing MGARCH processes
.Rbuildignore
.gitignore
COPYING
Changelog
DESCRIPTION
INDEX
NAMESPACE
R/DCC.est.R
R/cdts.R
R/elem.an.R
R/mGJR.est.R
R/mvBEKK.diag.R
R/mvBEKK.est.R
R/mvBEKK.sim.R
R/zzz.R
README.md
TODO
man/DCC.est.Rd
man/cdts.Rd
man/elem.an.Rd
man/mGJR.est.Rd
man/mvBEKK.diag.Rd
man/mvBEKK.est.Rd
man/mvBEKK.sim.Rd
src/loglikelihood.c
src/loglikelihood.h
src/loglikelihood_GJR.c
src/matrixlib.c
src/matrixlib.h
