fGarch-package |
GARCH Modelling Package |
absMoments |
Absolute Moments of GARCH Distributions |
coef-method |
GARCH Coefficients Methods |
coef-methods |
GARCH Coefficients Methods |
dem2gbp |
Time Series Data Sets |
dged |
Skew GED Distribution and Parameter Estimation |
dsged |
Skew GED Distribution and Parameter Estimation |
dsnorm |
Skew Normal Distribution and Parameter Estimation |
dsstd |
Skew Student-t Distribution and Parameter Estimation |
dstd |
Skew Student-t Distribution and Parameter Estimation |
fGarch |
GARCH Modelling Package |
fGARCH-class |
Class "fGARCH" |
fGARCHSPEC-class |
Class "fGARCHSPEC" |
fitted-method |
Extract GARCH Model Fitted Values |
fitted-methods |
Extract GARCH Model Fitted Values |
formula-method |
Extract GARCH Model formula |
formula-methods |
Extract GARCH Model formula |
fUGARCHSPEC-class |
Class "fGARCH" |
garchFit |
Univariate GARCH Time Series Fitting |
garchFitControl |
GARCH Fitting Algorithms and Control |
garchKappa |
Univariate GARCH Time Series Fitting |
garchSim |
Univariate GARCH/APARCH Time Series Simulation |
garchSpec |
Univariate GARCH Time Series Specification |
gedFit |
Skew GED Distribution and Parameter Estimation |
normFit |
Skew Normal Distribution and Parameter Estimation |
pged |
Skew GED Distribution and Parameter Estimation |
plot-method |
GARCH Plot Methods |
plot-methods |
GARCH Plot Methods |
predict-method |
GARCH Prediction Function |
predict-methods |
GARCH Prediction Function |
psged |
Skew GED Distribution and Parameter Estimation |
psnorm |
Skew Normal Distribution and Parameter Estimation |
psstd |
Skew Student-t Distribution and Parameter Estimation |
pstd |
Skew Student-t Distribution and Parameter Estimation |
qged |
Skew GED Distribution and Parameter Estimation |
qsged |
Skew GED Distribution and Parameter Estimation |
qsnorm |
Skew Normal Distribution and Parameter Estimation |
qsstd |
Skew Student-t Distribution and Parameter Estimation |
qstd |
Skew Student-t Distribution and Parameter Estimation |
residuals-method |
Extract GARCH Model Residuals |
residuals-methods |
Extract GARCH Model Residuals |
rged |
Skew GED Distribution and Parameter Estimation |
rsged |
Skew GED Distribution and Parameter Estimation |
rsnorm |
Skew Normal Distribution and Parameter Estimation |
rsstd |
Skew Student-t Distribution and Parameter Estimation |
rstd |
Skew Student-t Distribution and Parameter Estimation |
sged |
Skew GED Distribution and Parameter Estimation |
sgedFit |
Skew GED Distribution and Parameter Estimation |
sgedSlider |
Skew GED Distribution and Parameter Estimation |
show-method |
GARCH Modelling Show Methods |
show-methods |
GARCH Modelling Show Methods |
snorm |
Skew Normal Distribution and Parameter Estimation |
snormFit |
Skew Normal Distribution and Parameter Estimation |
snormSlider |
Skew Normal Distribution and Parameter Estimation |
sp500dge |
Time Series Data Sets |
sstdFit |
Skew Student-t Distribution and Parameter Estimation |
sstdSlider |
Skew Student-t Distribution and Parameter Estimation |
std |
Skew Student-t Distribution and Parameter Estimation |
stdFit |
Skew Student-t Distribution and Parameter Estimation |
summary-method |
GARCH Summary Methods |
summary-methods |
GARCH Summary Methods |
TimeSeriesData |
Time Series Data Sets |
update-method |
Class "fGARCH" |
update-method |
Class "fGARCHSPEC" |
volatility.fGARCH |
Extract GARCH Model Volatility |