tvgarch-package | Time Varying GARCH Modelling |
coef.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
coef.tvgarch | Extraction functions for univarate 'tvgarch' objects |
coef.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
dccObj | Auxiliary functions |
fitted.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
fitted.tvgarch | Extraction functions 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 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 for univarate 'tvgarch' objects |
nobs.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
plot.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
plot.tvgarch | Extraction functions for univarate 'tvgarch' objects |
plot.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
predict.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
predict.tvgarch | Extraction functions for univarate 'tvgarch' objects |
predict.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
print.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
print.tvgarch | Extraction functions for univarate 'tvgarch' objects |
print.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
quantile.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
quantile.tvgarch | Extraction functions for univarate 'tvgarch' objects |
quantile.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
residuals.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
residuals.tvgarch | Extraction functions for univarate 'tvgarch' objects |
residuals.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
summary.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
summary.tvgarch | Extraction functions for univarate 'tvgarch' objects |
summary.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
toLatex.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
toLatex.tvgarch | Extraction functions for univarate 'tvgarch' objects |
toLatex.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |
tv | Auxiliary functions |
tvgarch | Estimate a TV-GARCH-X model |
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 for univarate 'tvgarch' objects |
vcov.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects |