DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models

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Documentation for package ‘dccmidas’ version 0.1.2

• DESCRIPTION file.
• Package NEWS.

Help Pages

bekk_fit	BEKK fit
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
moving_cov	Moving Covariance model
nasdaq	NASDAQ data
plot_dccmidas	Plot method for 'dccmidas' class
riskmetrics_mat	RiskMetrics model
sp500	S&P 500 data