rmgarch1.3-9 package

class: Copula Filter Class

function: Copula-GARCH Filter

class: Copula Fit Class

function: Copula-GARCH Fit

class: Copula Simulation Class

function: Copula-GARCH Simulation

class: Copula Specification Class

function: Copula-GARCH Specification

A Correlation Distance Measure

class: DCC Filter Class

function: DCC-GARCH Filter

class: DCC Fit Class

function: DCC-GARCH Fit

class: DCC Forecast Class

function: DCC-GARCH Forecast

class: DCC Roll Class

function: DCC-GARCH Rolling Forecast

class: DCC Forecast Class

function: DCC-GARCH Simulation

class: DCC Specification Class

function: DCC-GARCH Specification

Engle and Sheppard Test of Dynamic Correlation

Fast Fixed Point ICA

Class "fMoments"

Moment Based Forecast Generation

Class "fScenario"

Scenario Generation

Class: GO-GARCH portfolio density

class: GO-GARCH Filter Class

function: GO-GARCH Filter

class: GO-GARCH Fit Class

function: GO-GARCH Filter

class: GO-GARCH Forecast Class

function: GO-GARCH Forecast

class: GO-GARCH Roll Class

function: GO-GARCH Rolling Estimation

class: GO-GARCH Simultion Class

function: GO-GARCH Simulation

class: GO-GARCH Specification Class

function: GO-GARCH Specification

Load Scenario from File

First and Last methods for accessing objects

Class: Multivariate GARCH Filter Class

Class: Multivariate GARCH Fit Class

Class: Multivariate GARCH Forecast Class

Class: Multivariate GARCH Roll Class

Class: Multivariate GARCH Simulation Class

Class: Multivariate GARCH Specification

The Robust Accurate, Direct ICA aLgorithm (RADICAL).

The rmgarch package

VARX Fit/Filter/Forecast/Simulation Functions

Weighted Distribution Margin