corr.lag |
Correlation Function |
corr.lag.partial |
Partial Cross-correlation function |
crossq |
Cross-Quantilogram |
crossq.max |
Corss-Quantilogram up to a Given Lag Order |
crossq.max.partial |
Partial Corss-Quantilogram upto a given lag order |
crossq.partial |
Paritial Cross-Quantilogram |
crossq.partial.sb |
Stationary Bootstrap for the Partial Cross-Quantilogram |
crossq.partial.sb.opt |
Stationary Bootstrap for the Partial Cross-Quantilogram dwith the choice of the stationary-bootstrap parameter |
crossq.sb |
Stationary Bootstrap for the Cross-Quantilogram |
crossq.sb.opt |
Stationary Bootstrap for the Cross-Quantilogram with the choice of the stationary-bootstrap parameter |
crossqreg |
Cross-Quantilogram |
crossqreg.max |
Corss-Quantilogram up to a Given Lag Order |
crossqreg.max.partial |
Partial Corss-Quantilogram upto a given lag order |
crossqreg.partial |
Paritial Cross-Quantilogram |
crossqreg.sb |
Stationary Bootstrap for the Cross-Quantilogram |
q.hit |
Quantile Hit |
qreg.hit |
Quantile Hit |
Qstat |
Q-statistics |
Qstat.reg.sb |
Stationary Bootstrap for Q statistics |
Qstat.sb |
Stationary Bootstrap for Q statistics |
Qstat.sb.opt |
Stationary Bootstrap for Q statistics |
sb.index |
Stationary Bootstrap Index |
stock |
The Data Set of Monthly Stock Return and Sotck Variance |
sys.risk |
The Data Set for Systemic Risk Analysis |