| beta_function |
Beta function |
| exp_almon |
Exponential Almon Lag |
| indpro |
Monthly U.S. Industrial Production |
| multi_step_ahead_pred |
Multi-step-ahead predictions of the GARCH-MIDAS-based models with and without the '-X' part. |
| mv_into_mat |
MIDAS variable matrix transformation |
| rv5 |
S&P 500 realized variance at 5-minutes |
| sp500 |
S&P 500 daily log-returns |
| summary.rumidas |
Summary method for 'rumidas' class |
| ugmfit |
Methods for obtaining (and evaluating) a variety of GARCH-MIDAS-based models |
| umemfit |
Methods for obtaining (and evaluating) a variety of MEM(-MIDAS)-based models |
| vix |
VIX daily data |
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