Man pages for rgarch
Flexible GARCH modelling in R

ARFIMA-classclass: High Level ARFIMA class
ARFIMAdistribution-classclass: ARFIMA Parameter Distribution Class
arfimadistribution-methodsfunction: ARFIMA Parameter Distribution via Simulation
ARFIMAfilter-classclass: ARFIMA Filter Class
arfimafilter-methodsfunction: ARFIMA Filtering
ARFIMAfit-classclass: ARFIMA Fit Class
arfimafit-methodsfunction: ARFIMA Fit
ARFIMAforecast-classclass: ARFIMA Forecast Class
arfimaforecast-methodsfunction: ARFIMA Forecasting
ARFIMAfpm-classclass: ARFIMA Forecast Performance Measures
ARFIMAmultifilter-classclass: ARFIMA Multiple Filter Class
ARFIMAmultifit-classclass: ARFIMA Multiple Fit Class
ARFIMAmultiforecast-classclass: ARFIMA Multiple Forecast Class
ARFIMAmultispec-classclass: ARFIMA Multiple Specification Class
ARFIMApath-classclass: ARFIMA Path Simulation Class
arfimapath-methodsfunction: ARFIMA Path Simulation
ARFIMAroll-classclass: ARFIMA Rolling Forecast Class
arfimaroll-methodsfunction: ARFIMA Rolling Density Forecast and Backtesting
ARFIMAsim-classclass: ARFIMA Simulation Class
arfimasim-methodsfunction: ARFIMA Simulation
ARFIMAspec-classclass: ARFIMA Specification Class
arfimaspec-methodsfunction: ARFIMA Specification
BerkowitzLRBerkowitz Density Forecast Likelihood Ratio Test
cGARCHfilter-classclass: Copula Filter Class
cgarchfilter-methodsfunction: Copula-GARCH Filter
cGARCHfit-classclass: Copula Fit Class
cgarchfit-methodsfunction: Copula-GARCH Fit
cGARCHsim-classclass: Copula Simulation Class
cgarchsim-methodsfunction: Copula-GARCH Simulation
cGARCHspec-classclass: Copula Specification Class
cgarchspec-methodsfunction: Copula-GARCH Specification
DACTestDirectional Accuracy Test
DCCfilter-classclass: DCC Filter Class
dccfilter-methodsfunction: DCC-GARCH Filter
DCCfit-classclass: DCC Fit Class
dccfit-methodsfunction: DCC-GARCH Fit
DCCforecast-classclass: DCC Forecast Class
dccforecast-methodsfunction: DCC-GARCH Forecast
DCCroll-classclass: DCC Roll Class
dccroll-methodsfunction: DCC-GARCH Rolling Forecast
DCCsim-classclass: DCC Forecast Class
dccsim-methodsfunction: DCC-GARCH Simulation
DCCspec-classclass: DCC Specification Class
dccspec-methodsfunction: DCC-GARCH Specification
dji30retdata: Dow Jones 30 Constituents Closing Value Log Return
dmbpdata: Deutschemark/British pound Exchange Rate
ForwardDates-methodsfunction: Generate Future Dates
fpm-methodsfunction: Univariate GARCH and ARFIMA Forecast Performance...
GARCHboot-classclass: GARCH Bootstrap Class
GARCHdistribution-classclass: GARCH Parameter Distribution Class
GARCHfilter-classclass: GARCH Filter Class
GARCHfit-classclass: GARCH Fit Class
GARCHforecast-classclass: GARCH Forecast Class
GARCHpath-classclass: GARCH Path Simulation Class
GARCHroll-classclass: GARCH Roll Class
GARCHsim-classclass: GARCH Simulation Class
GARCHspec-classclass: GARCH Spec Class
GARCHtests-classclass: GARCH Tests Class
ghyptransformDistribution: Generalized Hyperbolic Transformation and...
goGARCHfft-classClass: GO-GARCH portfolio density
goGARCHfilter-classclass: GO-GARCH Filter Class
gogarchfilter-methodsfunction: GO-GARCH Fitting
goGARCHfit-classclass: GO-GARCH Fit Class
gogarchfit-methodsfunction: GO-GARCH Filter
goGARCHforecast-classclass: GO-GARCH Forecast Class
gogarchforecast-methodsfunction: GO-GARCH Forecast
goGARCHroll-classclass: GO-GARCH Roll Class
gogarchroll-methodsfunction: GO-GARCH Rolling Estimation
goGARCHsim-classclass: GO-GARCH Simultion Class
gogarchsim-methodsfunction: GO-GARCH Simulation
goGARCHspec-classclass: GO-GARCH Specification Class
gogarchspec-methodsfunction: GO-GARCH Specification
last-methodsFirst and Last methods for accessing objects
mGARCHfilter-classClass: Multivariate GARCH Filter Class
mGARCHfit-classClass: Multivariate GARCH Fit Class
mGARCHforecast-classClass: Multivariate GARCH Forecast Class
mGARCHroll-classClass: Multivariate GARCH Roll Class
mGARCHsim-classClass: Multivariate GARCH Simulation Class
mGARCHspec-classClass: Multivariate GARCH Specification
multifilter-methodsfunction: Univariate GARCH and ARFIMA Multiple Filtering
multifit-methodsfunction: Univariate GARCH and ARFIMA Multiple Fitting
multiforecast-methodsfunction: Univariate GARCH and ARFIMA Multiple Forecasting
multispec-methodsfunction: Univariate multiple GARCH Specification
nigtransformDistribution: Normal Inverse Gaussian Transformation and...
rGARCH-classclass: rGARCH Class
rgarch-packageThe rgarch package
sp500retdata: Standard and Poors 500 Closing Value Log Return
ugarchbenchBenchmark: The Benchmark Test Suite
uGARCHboot-classclass: Univariate GARCH Bootstrap Class
ugarchboot-methodsfunction: Univariate GARCH Forecast via Bootstrap
ugarchdistDistribution: rgarch distribution functions
uGARCHdistribution-classclass: Univariate GARCH Parameter Distribution Class
ugarchdistribution-methodsfunction: Univariate GARCH Parameter Distribution via...
uGARCHfilter-classclass: Univariate GARCH Filter Class
ugarchfilter-methodsfunction: Univariate GARCH Filtering
uGARCHfit-classclass: Univariate GARCH Fit Class
ugarchfit-methodsfunction: Univariate GARCH Fitting
uGARCHforecast-classclass: Univariate GARCH Forecast Class
ugarchforecast-methodsfunction: Univariate GARCH Forecasting
uGARCHfpm-classclass: Univatiate GARCH Forecast Performance Measures
uGARCHmultifilter-classclass: Univariate GARCH Multiple Filter Class
uGARCHmultifit-classclass: Univariate GARCH Multiple Fit Class
uGARCHmultiforecast-classclass: Univariate GARCH Multiple Forecast Class
uGARCHmultispec-classclass: Univariate GARCH Multiple Specification Class
uGARCHpath-classclass: Univariate GARCH Path Simulation Class
ugarchpath-methodsfunction: Univariate GARCH Path Simulation
uGARCHroll-classclass: Univariate GARCH Rolling Forecast Class
ugarchroll-methodsfunction: Univariate GARCH Rolling Density Forecast and...
uGARCHsim-classclass: Univariate GARCH Simulation Class
ugarchsim-methodsfunction: Univariate GARCH Simulation
uGARCHspec-classclass: Univariate GARCH Specification Class
ugarchspec-methodsfunction: Univariate GARCH Specification
varxfilterVARX Fit/Filter Function
WeekDayDummy-methodsfunction: Create Dummy Day-of-Week Variable
rgarch documentation built on May 2, 2019, 5:22 p.m.