AIC.bekkFit | bekkFit method |
backtest | Backtesting via Value-at-Risk (VaR) |
BEKKs | BEKKs: Volatility modelling |
bekk_fit | Estimating multivariate BEKK-type volatility models |
bekk_spec | BEKK specification method |
BIC.bekkFit | bekkFit method |
GoldStocksBonds | Gold stock and Bond returns |
logLik.bekkFit | bekkFit method |
portmanteau.test | Performing a Portmanteau test checking for remaining correlation in the empirical co-variances of the estimated BEKK residuals. |
predict | Forecasting conditional volatilities with BEKK models |
print.bekkFit | bekkFit method |
residuals.bekkFit | bekkFit method |
simulate | Simulating BEKK models |
StocksBonds | Daily stock and Bond returns |
VaR | Calculating Value-at-Risk (VaR) |
virf | Estimating multivariate volatility impulse response functions (VIRF) for BEKK models |