Simulation and Estimation of Log-GARCH Models
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Documentation for package ‘lgarch’ version 0.6-2
Help Pages
| lgarch-package | Simulation and estimation of log-GARCH models |
| coef.lgarch | Extraction methods for 'lgarch' objects |
| coef.mlgarch | Extraction methods for 'mlgarch' objects |
| fitted.lgarch | Extraction methods for 'lgarch' objects |
| fitted.mlgarch | Extraction methods for 'mlgarch' objects |
| gdiff | Difference a vector or a matrix, with special treatment of zoo objects |
| glag | Lag a vector or a matrix, with special treatment of zoo objects |
| lgarch | Estimate a log-GARCH model |
| lgarchObjective | Auxiliary functions |
| lgarchRecursion1 | Auxiliary functions |
| lgarchSim | Simulate from a univariate log-GARCH model |
| logLik.lgarch | Extraction methods for 'lgarch' objects |
| logLik.mlgarch | Extraction methods for 'mlgarch' objects |
| mlgarch | Estimate a multivariate CCC-log-GARCH(1,1) model |
| mlgarchObjective | Auxiliary functions |
| mlgarchRecursion1 | Auxiliary functions |
| mlgarchSim | Simulate from a multivariate log-GARCH(1,1) model |
| print.lgarch | Extraction methods for 'lgarch' objects |
| print.mlgarch | Extraction methods for 'mlgarch' objects |
| residuals.lgarch | Extraction methods for 'lgarch' objects |
| residuals.mlgarch | Extraction methods for 'mlgarch' objects |
| rmnorm | Random number generation from the multivariate normal distribution |
| rss | Extraction methods for 'lgarch' objects |
| summary.lgarch | Extraction methods for 'lgarch' objects |
| summary.mlgarch | Extraction methods for 'mlgarch' objects |
| vcov.lgarch | Extraction methods for 'lgarch' objects |
| vcov.mlgarch | Extraction methods for 'mlgarch' objects |