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 |