Man pages for LFUrmutils
LFU Risk Management Utilities
| ccor | Conditional correlations |
| CRSPday_zoo | Daily Returns from the CRSP Database |
| fitted | Extract Model Fitted Values |
| LFUrmutils-package | LFU Risk Management Utilities |
| logLik | Extract Log-Likelihood |
| mse | Mean Squared Error |
| NextBusinessDay | Next Business Day |
| plot_MultiEWMA | Plot multivariate EWMA models |
| plot_UnivVola | Plot univariate volatility models |
| residuals | Residuals of volatility models |
| variance_covariance | Variance-covariance matrix |
| volatility | Conditional volatilities |
| VolatilityModels | Volatility models |
