cond_portvine_roll-class |
S4 output class for the function 'estimate_risk_roll()' |
default_garch_spec |
Default specifications for ARMA-GARCH models |
estimate_risk_roll |
(Un-)conditional rolling risk estimation using vine copulas |
est_es |
Estimate the Expected Shortfall (ES) |
est_var |
Estimate the Value at Risk (VaR) |
fitted_marginals |
Accessor method for the fitted marginal models of (cond_)portvine_roll objects |
fitted_marginals-method |
Accessor method for the fitted marginal models of (cond_)portvine_roll objects |
fitted_vines |
Accessor method for the fitted vine copula models of (cond_)portvine_roll objects |
fitted_vines-method |
Accessor method for the fitted vine copula models of (cond_)portvine_roll objects |
marginal_settings |
S4 class for the marginal settings |
marginal_settings-class |
S4 class for the marginal settings |
portvine_roll-class |
S4 output class for the function 'estimate_risk_roll()' |
risk_estimates |
Accessor methods for the risk estimates of (cond_)portvine_roll objects |
risk_estimates-method |
Accessor methods for the risk estimates of (cond_)portvine_roll objects |
roll_residuals |
Extract fitted standardized residuals from a uGARCHroll object |
sample_returns_small |
A sample of log returns for 3 assets. |
show-method |
S4 class for the marginal settings |
show-method |
S4 output class for the function 'estimate_risk_roll()' |
show-method |
S4 class for the vine settings |
summary-method |
S4 output class for the function 'estimate_risk_roll()' |
vine_settings |
S4 class for the vine settings |
vine_settings-class |
S4 class for the vine settings |