LFUrmutils-package | LFU Risk Management Utilities |
ccor | Conditional correlations |
ccor.MultiEWMA | Conditional correlations |
CRSPday_zoo | Daily Returns from the CRSP Database |
fitted | Extract Model Fitted Values |
fitted.MultiEWMA | Extract Model Fitted Values |
fitted.UnivVola | Extract Model Fitted Values |
logLik | Extract Log-Likelihood |
logLik.fGARCH | Extract Log-Likelihood |
logLik.MultiEWMA | Extract Log-Likelihood |
logLik.UnivVola | Extract Log-Likelihood |
lrtest.fGARCH | LFU Risk Management Utilities |
mse | Mean Squared Error |
mse.fGARCH | Mean Squared Error |
mse.MultiEWMA | Mean Squared Error |
mse.UnivVola | Mean Squared Error |
MultiEWMA | Volatility models |
NextBusinessDay | Next Business Day |
plot.MultiEWMA | Plot multivariate EWMA models |
plot.UnivVola | Plot univariate volatility models |
residuals.MultiEWMA | Residuals of volatility models |
residuals.UnivVola | Residuals of volatility models |
UnivVola | Volatility models |
varcov | Variance-covariance matrix |
varcov.MultiEWMA | Variance-covariance matrix |
vola | Conditional volatilities |
vola.fGARCH | Conditional volatilities |
vola.MultiEWMA | Conditional volatilities |
vola.UnivVola | Conditional volatilities |