Man pages for ccgarch2
Conditional Correlation GARCH Models
| ccgarch2-package | ccgarch2: a package for simulation and estimation of... |
| estimateCCC | Estimating CCC-GARCH model |
| estimateCDCC | Estimating corrected DCC-GARCH model |
| estimateDCC | Estimating DCC-GARCH model |
| jb_test | The Lomnicki-Jarque-Bera Test of normality (JB test) |
| lb_test | The Ljung-Box Test for Autocorrelations (LB test) |
| plot | Plotting method for a '"ccc"', '"dcc"' or '"cdcc"' class... |
| residDiag | Residual diagnostics |
| simulateCCC | Simulating data from a CCC-GARCH process |
| simulateCDCC | Simulating data from corrected DCC-GARCH process |
| simulateDCC | Simulating data from a DCC-GARCH process |
| summary.ccc | Summarizing CCC-GARCH estimation |
| summary.cdcc | Summarizing corrected DCC-GARCH estimation |
| summary.dcc | Summarizing DCC-GARCH estimation |
