DCC Models with GARCH-MIDAS Specifications in the Univariate Step


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Documentation for package ‘dccmidas’ version 0.1.0

Help Pages

cov_eval Var-cov matrix evaluation
dcc_fit DCC fit (first and second steps)
Det Matrix determinant
ftse100 FTSE 100 data
indpro Monthly U.S. Industrial Production
Inv Inverse of a matrix
nasdaq NASDAQ data
plot_dccmidas Plot method for 'dccmidas' class
sp500 S&P 500 data