Man pages for vst/mgarch
Tools for simulating, estimating and diagnosing MGARCH processes
| cdts | Combine daily time series |
| DCC.est | Estimates a DCC-GARCH model. |
| elem.an | Elementary analysis |
| mGJR.est | Estimate a mGJR(p,q,g) model |
| mvBEKK.diag | Support diagnosis of BEKK(p,q) model fitting |
| mvBEKK.est | Estimate a BEKK(p,q) model |
| mvBEKK.sim | Simulate a BEKK(p,q) model |
