Portfolio selection with Multivariate COGARCH(p,q) models

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Documentation for package ‘COGARCH.rm’ version 0.1.0

Help Pages

COGARCH:Data Download Data for analysis from a specified data provider
COGgetData Download Data for analysis from a specified data provider
COGleader Dimension Reduction using Cluster and Lead Lag Analysis
Dimensionality Reduction Dimension Reduction using Cluster and Lead Lag Analysis
estCOGuniv ~~function to do ... ~~
ICA-COGARCH:DATA Download Data for analysis from a specified data provider
Risk Measure Cogarch data Download Data for analysis from a specified data provider
SimBoot ~~function to do ... ~~
univariateRM ~~function to do ... ~~