Man pages for yzhao7322/vica
Volatility of Intra-day Curves Analysis

backtest.indepBacktest Intra-day VaR (Independence Hypothesis)
backtest.unbiasBacktest Intra-day VaR (Unbiasedness Hypothesis)
basis.fsnnSparse and Non-Negative Functional Principal Component...
basis.pfPredictive Factors
basis.ppPositive Polynominals
basis.tfpcaTruncated Functional Pricipal Component Analysis
dgp.farchData Generating Process - Functional ARCH Process
dgp.fgarchData Generating Process - Functional GARCH Process
dgp.fiidData Generating Process - Independent Process
est.farchEstimate Functional ARCH Model
est.fgarchxEstimate Functional GARCH/GARCH-X Model
est.olsEstimate Functional ARCH/GARCH Model
gof.fgarchGoodness-of-fit Test for Functional ARCH/GARCH Model
heteroTest Conditional Heteroscedasticity
intra.returnIntra-day Return Curves
var.forecastPredict Daily/intra-day Value-at-Risk
var.vioViolation Process
yzhao7322/vica documentation built on Feb. 29, 2020, 9:45 a.m.