Files in rgarch
Flexible GARCH modelling in R

data
data/dji30ret.rda
data/dmbp.rda
data/sp500ret.rda
R
R/rgarch-aparch.R R/arfima-multi.R R/rgarch-startpars.R R/copula-methods.R R/arfima-main.R R/rgarch-uncertainty.R R/rgarch-multi.R R/rgarch-igarch.R R/copula-likelihoods.R R/gogarch-ica.R R/rgarch-riskreporting.R R/rgarch-distributions.R R/rdcc-series.R R/rgarch-numderiv.R R/rgarch-meanres.R R/rdcc-methods.R R/rdcc-postestimation.R R/copula-distributions.R R/copula-fn.R R/rgarch-methods.R R/gogarch-classes.R R/arfima-classes.R R/rgarch-armafor.R R/rgarch-bootstrap.R R/rgarch-gjrgarch.R R/copula-classes.R R/rgarch-cwrappers.R R/arfima-methods.R R/gogarch-fit.R R/gogarch-main.R R/copula-garch.R R/rgarch-series.R R/gogarch-distributions.R R/rgarch-rolling.R R/zzz.R R/rdcc-likelihoods.R R/copula-startpars.R R/rgarch-solvers.R R/copula-transformations.R R/rdcc-dcc.R R/rgarch-var.R R/africa-import.R R/rgarch-benchmarks.R R/rdcc-mdistributions.R R/rgarch-graphs.R R/rgarch-tests.R R/rgarch-kappa.R R/rdcc-classes.R R/copula-solver.R R/rgarch-imports.R R/rgarch-plots.R R/rdcc-solver.R R/rgarch-classes.R R/rgarch-egarch.R R/rgarch-misc.R R/rdcc-plots.R R/rdcc-startpars.R R/rgarch-fgarch.R R/gogarch-methods.R R/rgarch-sgarch.R
NAMESPACE
COPYRIGHTS
inst
inst/CITATION
TODO
DESCRIPTION
.project
ChangeLog
man
man/dmbp.Rd man/cgarchfit-methods.Rd man/multifilter-methods.Rd man/multifit-methods.Rd man/cGARCHfilter-class.Rd man/dccfit-methods.Rd man/ARFIMAspec-class.Rd man/DCCfit-class.Rd man/uGARCHfpm-class.Rd man/uGARCHmultispec-class.Rd man/arfimafit-methods.Rd man/ugarchforecast-methods.Rd man/gogarchspec-methods.Rd man/ARFIMApath-class.Rd man/ARFIMAdistribution-class.Rd man/ugarchdist.Rd man/gogarchforecast-methods.Rd man/multiforecast-methods.Rd man/ugarchbench.Rd man/arfimadistribution-methods.Rd man/dccroll-methods.Rd man/arfimaroll-methods.Rd man/rGARCH-class.Rd man/uGARCHforecast-class.Rd man/WeekDayDummy-methods.Rd man/dccforecast-methods.Rd man/ugarchfilter-methods.Rd man/dccfilter-methods.Rd man/fpm-methods.Rd man/goGARCHfit-class.Rd man/ugarchdistribution-methods.Rd man/uGARCHmultiforecast-class.Rd man/DCCforecast-class.Rd man/arfimapath-methods.Rd man/cgarchsim-methods.Rd man/sp500ret.Rd man/ARFIMAfilter-class.Rd man/mGARCHsim-class.Rd man/DCCsim-class.Rd man/GARCHboot-class.Rd man/ARFIMAroll-class.Rd man/last-methods.Rd man/ARFIMAmultiforecast-class.Rd man/mGARCHroll-class.Rd man/varxfilter.Rd man/uGARCHmultifit-class.Rd man/ugarchroll-methods.Rd man/uGARCHmultifilter-class.Rd man/goGARCHspec-class.Rd man/gogarchfit-methods.Rd man/uGARCHroll-class.Rd man/ugarchfit-methods.Rd man/uGARCHsim-class.Rd man/DACTest.Rd man/GARCHroll-class.Rd man/mGARCHfit-class.Rd man/ARFIMAfpm-class.Rd man/uGARCHboot-class.Rd man/goGARCHfft-class.Rd man/DCCspec-class.Rd man/mGARCHspec-class.Rd man/arfimaspec-methods.Rd man/dccsim-methods.Rd man/GARCHfit-class.Rd man/arfimaforecast-methods.Rd man/cGARCHspec-class.Rd man/ugarchboot-methods.Rd man/mGARCHforecast-class.Rd man/goGARCHsim-class.Rd man/GARCHfilter-class.Rd man/cgarchspec-methods.Rd man/gogarchfilter-methods.Rd man/ghyptransform.Rd man/ARFIMAmultispec-class.Rd man/goGARCHforecast-class.Rd man/uGARCHfit-class.Rd man/ugarchsim-methods.Rd man/GARCHforecast-class.Rd man/ARFIMAmultifilter-class.Rd man/multispec-methods.Rd man/arfimasim-methods.Rd man/cGARCHfit-class.Rd man/GARCHsim-class.Rd man/goGARCHfilter-class.Rd man/ForwardDates-methods.Rd man/uGARCHfilter-class.Rd man/rgarch-package.Rd man/mGARCHfilter-class.Rd man/ARFIMA-class.Rd man/ARFIMAmultifit-class.Rd man/dji30ret.Rd man/GARCHdistribution-class.Rd man/cGARCHsim-class.Rd man/ugarchpath-methods.Rd man/BerkowitzLR.Rd man/DCCfilter-class.Rd man/gogarchroll-methods.Rd man/uGARCHspec-class.Rd man/ARFIMAfit-class.Rd man/arfimafilter-methods.Rd man/DCCroll-class.Rd man/GARCHspec-class.Rd man/gogarchsim-methods.Rd man/goGARCHroll-class.Rd man/ARFIMAforecast-class.Rd man/GARCHtests-class.Rd man/uGARCHpath-class.Rd man/GARCHpath-class.Rd man/uGARCHdistribution-class.Rd man/ugarchspec-methods.Rd man/cgarchfilter-methods.Rd man/nigtransform.Rd man/ARFIMAsim-class.Rd man/dccspec-methods.Rd
src
src/rdcc.cpp
src/gig.c
src/distributions.h
src/nig.c
src/filters.c
src/gig.h
src/egarch.c
src/aparch.c
src/garchsim.h
src/copulas.cpp
src/distributions.c
src/filters.h
src/Makevars
src/copulas.h
src/arfimaxfilter.c
src/fracimport.f
src/rgarch.h
src/fracdiff.c
src/nig.h
src/arfima.c
src/Makevars.win
src/sgarch.c
src/fgarch.c
src/gjrgarch.c
src/garchsim.cpp
src/fracdiff.h
src/rdcc.h
COPYING
rgarch documentation built on May 31, 2017, 3:20 a.m.