Man pages for yzhao7322/CurVol
Curve Data Volatility Analysis
| basis.est | Estimating non-negative basis functions |
| dgp.fgarch | Data Generating Process - Functional ARCH/GARCH Process |
| dgp.fiid | Data Generating Process - Independent Process |
| diagnostic.fGarch | Diagnostic information derived from the estimation |
| est.fArch | Estimate Functional ARCH Model |
| est.fGarch | Estimate Functional GARCH Model |
| est.fGarchx | Estimate Functional GARCH-X Model |
| fun_hetero | Test for Conditional Heteroscedasticity of Functional Data |
| gof.fgarch | Goodness-of-fit Test for Functional ARCH/GARCH Model |
| intra.return | Intra-day Return Curves |
| sample_data | Sample Data for Analysis |
| var.backtest | Backtest Intra-day VaR forecasts |
| var.forecast | Forecast Daily/intra-day Value-at-Risk |
| var.vio | Violation Process |
