| ARFIMA-class | class: High Level ARFIMA class |
| ARFIMAdistribution-class | class: ARFIMA Parameter Distribution Class |
| arfimadistribution-methods | function: ARFIMA Parameter Distribution via Simulation |
| ARFIMAfilter-class | class: ARFIMA Filter Class |
| arfimafilter-methods | function: ARFIMA Filtering |
| ARFIMAfit-class | class: ARFIMA Fit Class |
| arfimafit-methods | function: ARFIMA Fit |
| ARFIMAforecast-class | class: ARFIMA Forecast Class |
| arfimaforecast-methods | function: ARFIMA Forecasting |
| ARFIMAfpm-class | class: ARFIMA Forecast Performance Measures |
| ARFIMAmultifilter-class | class: ARFIMA Multiple Filter Class |
| ARFIMAmultifit-class | class: ARFIMA Multiple Fit Class |
| ARFIMAmultiforecast-class | class: ARFIMA Multiple Forecast Class |
| ARFIMAmultispec-class | class: ARFIMA Multiple Specification Class |
| ARFIMApath-class | class: ARFIMA Path Simulation Class |
| arfimapath-methods | function: ARFIMA Path Simulation |
| ARFIMAroll-class | class: ARFIMA Rolling Forecast Class |
| arfimaroll-methods | function: ARFIMA Rolling Density Forecast and Backtesting |
| ARFIMAsim-class | class: ARFIMA Simulation Class |
| arfimasim-methods | function: ARFIMA Simulation |
| ARFIMAspec-class | class: ARFIMA Specification Class |
| arfimaspec-methods | function: ARFIMA Specification |
| BerkowitzLR | Berkowitz Density Forecast Likelihood Ratio Test |
| cGARCHfilter-class | class: Copula Filter Class |
| cgarchfilter-methods | function: Copula-GARCH Filter |
| cGARCHfit-class | class: Copula Fit Class |
| cgarchfit-methods | function: Copula-GARCH Fit |
| cGARCHsim-class | class: Copula Simulation Class |
| cgarchsim-methods | function: Copula-GARCH Simulation |
| cGARCHspec-class | class: Copula Specification Class |
| cgarchspec-methods | function: Copula-GARCH Specification |
| DACTest | Directional Accuracy Test |
| DCCfilter-class | class: DCC Filter Class |
| dccfilter-methods | function: DCC-GARCH Filter |
| DCCfit-class | class: DCC Fit Class |
| dccfit-methods | function: DCC-GARCH Fit |
| DCCforecast-class | class: DCC Forecast Class |
| dccforecast-methods | function: DCC-GARCH Forecast |
| DCCroll-class | class: DCC Roll Class |
| dccroll-methods | function: DCC-GARCH Rolling Forecast |
| DCCsim-class | class: DCC Forecast Class |
| dccsim-methods | function: DCC-GARCH Simulation |
| DCCspec-class | class: DCC Specification Class |
| dccspec-methods | function: DCC-GARCH Specification |
| dji30ret | data: Dow Jones 30 Constituents Closing Value Log Return |
| dmbp | data: Deutschemark/British pound Exchange Rate |
| ForwardDates-methods | function: Generate Future Dates |
| fpm-methods | function: Univariate GARCH and ARFIMA Forecast Performance... |
| GARCHboot-class | class: GARCH Bootstrap Class |
| GARCHdistribution-class | class: GARCH Parameter Distribution Class |
| GARCHfilter-class | class: GARCH Filter Class |
| GARCHfit-class | class: GARCH Fit Class |
| GARCHforecast-class | class: GARCH Forecast Class |
| GARCHpath-class | class: GARCH Path Simulation Class |
| GARCHroll-class | class: GARCH Roll Class |
| GARCHsim-class | class: GARCH Simulation Class |
| GARCHspec-class | class: GARCH Spec Class |
| GARCHtests-class | class: GARCH Tests Class |
| ghyptransform | Distribution: Generalized Hyperbolic Transformation and... |
| goGARCHfft-class | Class: GO-GARCH portfolio density |
| goGARCHfilter-class | class: GO-GARCH Filter Class |
| gogarchfilter-methods | function: GO-GARCH Fitting |
| goGARCHfit-class | class: GO-GARCH Fit Class |
| gogarchfit-methods | function: GO-GARCH Filter |
| goGARCHforecast-class | class: GO-GARCH Forecast Class |
| gogarchforecast-methods | function: GO-GARCH Forecast |
| goGARCHroll-class | class: GO-GARCH Roll Class |
| gogarchroll-methods | function: GO-GARCH Rolling Estimation |
| goGARCHsim-class | class: GO-GARCH Simultion Class |
| gogarchsim-methods | function: GO-GARCH Simulation |
| goGARCHspec-class | class: GO-GARCH Specification Class |
| gogarchspec-methods | function: GO-GARCH Specification |
| last-methods | First and Last methods for accessing objects |
| mGARCHfilter-class | Class: Multivariate GARCH Filter Class |
| mGARCHfit-class | Class: Multivariate GARCH Fit Class |
| mGARCHforecast-class | Class: Multivariate GARCH Forecast Class |
| mGARCHroll-class | Class: Multivariate GARCH Roll Class |
| mGARCHsim-class | Class: Multivariate GARCH Simulation Class |
| mGARCHspec-class | Class: Multivariate GARCH Specification |
| multifilter-methods | function: Univariate GARCH and ARFIMA Multiple Filtering |
| multifit-methods | function: Univariate GARCH and ARFIMA Multiple Fitting |
| multiforecast-methods | function: Univariate GARCH and ARFIMA Multiple Forecasting |
| multispec-methods | function: Univariate multiple GARCH Specification |
| nigtransform | Distribution: Normal Inverse Gaussian Transformation and... |
| rGARCH-class | class: rGARCH Class |
| rgarch-package | The rgarch package |
| sp500ret | data: Standard and Poors 500 Closing Value Log Return |
| ugarchbench | Benchmark: The Benchmark Test Suite |
| uGARCHboot-class | class: Univariate GARCH Bootstrap Class |
| ugarchboot-methods | function: Univariate GARCH Forecast via Bootstrap |
| ugarchdist | Distribution: rgarch distribution functions |
| uGARCHdistribution-class | class: Univariate GARCH Parameter Distribution Class |
| ugarchdistribution-methods | function: Univariate GARCH Parameter Distribution via... |
| uGARCHfilter-class | class: Univariate GARCH Filter Class |
| ugarchfilter-methods | function: Univariate GARCH Filtering |
| uGARCHfit-class | class: Univariate GARCH Fit Class |
| ugarchfit-methods | function: Univariate GARCH Fitting |
| uGARCHforecast-class | class: Univariate GARCH Forecast Class |
| ugarchforecast-methods | function: Univariate GARCH Forecasting |
| uGARCHfpm-class | class: Univatiate GARCH Forecast Performance Measures |
| uGARCHmultifilter-class | class: Univariate GARCH Multiple Filter Class |
| uGARCHmultifit-class | class: Univariate GARCH Multiple Fit Class |
| uGARCHmultiforecast-class | class: Univariate GARCH Multiple Forecast Class |
| uGARCHmultispec-class | class: Univariate GARCH Multiple Specification Class |
| uGARCHpath-class | class: Univariate GARCH Path Simulation Class |
| ugarchpath-methods | function: Univariate GARCH Path Simulation |
| uGARCHroll-class | class: Univariate GARCH Rolling Forecast Class |
| ugarchroll-methods | function: Univariate GARCH Rolling Density Forecast and... |
| uGARCHsim-class | class: Univariate GARCH Simulation Class |
| ugarchsim-methods | function: Univariate GARCH Simulation |
| uGARCHspec-class | class: Univariate GARCH Specification Class |
| ugarchspec-methods | function: Univariate GARCH Specification |
| varxfilter | VARX Fit/Filter Function |
| WeekDayDummy-methods | function: Create Dummy Day-of-Week Variable |
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