Time Varying GARCH Modelling

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Documentation for package ‘tvgarch’ version 2.4.2

• DESCRIPTION file.
• Package NEWS.

Help Pages

tvgarch-package	Time Varying GARCH Modelling
coef.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
coef.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
coef.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
combinations	Compute all combinations of a hierarchy of models of n variables, and enumerate the combinations of the elements of a vector.
combos	Compute all combinations of a hierarchy of models of n variables, and enumerate the combinations of the elements of a vector.
dccObj	Auxiliary functions
fitted.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
fitted.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
fitted.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
garchObj	Auxiliary functions
logLik.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
logLik.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
logLik.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
mtvgarch	Estimate a multivariate TV-GARCH-X model
mtvgarchSim	Simulate from a multivariate TV-GARCH-X model
nobs.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
nobs.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
nobs.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
plot.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
plot.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
plot.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
predict.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
predict.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
predict.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
print.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
print.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
print.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
quantile.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
quantile.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
quantile.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
residuals.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
residuals.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
residuals.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
summary.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
summary.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
summary.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
toLatex.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
toLatex.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
toLatex.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects
tv	Auxiliary functions
tvgarch	Estimate a TV-GARCH-X model
tvgarchObj	Auxiliary functions
tvgarchSim	Simulate from a univariate TV-GARCH-X model
tvgarchTest	Test of a multiplicative time-varying GARCH model
tvObj	Auxiliary functions
vcov.mtvgarch	Extraction functions for multivariate 'mtvgarch' objects
vcov.tvgarch	Extraction functions (S3 methods) for univarate 'tvgarch' objects
vcov.tvgarchTest	Extraction functions for univarate 'tvgarchTest' objects