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 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.