A B C D E F G H I L M N P Q R S U V
| rugarch-package | The rugarch package | 
| ARFIMA-class | class: High Level ARFIMA class | 
| arfimacv | ARFIMAX time series cross validation | 
| arfimadistribution | function: ARFIMA Parameter Distribution via Simulation | 
| ARFIMAdistribution-class | class: ARFIMA Parameter Distribution Class | 
| arfimadistribution-method | function: ARFIMA Parameter Distribution via Simulation | 
| arfimadistribution-methods | function: ARFIMA Parameter Distribution via Simulation | 
| arfimafilter | function: ARFIMA Filtering | 
| ARFIMAfilter-class | class: ARFIMA Filter Class | 
| arfimafilter-method | function: ARFIMA Filtering | 
| arfimafilter-methods | function: ARFIMA Filtering | 
| arfimafit | function: ARFIMA Fit | 
| ARFIMAfit-class | class: ARFIMA Fit Class | 
| arfimafit-method | function: ARFIMA Fit | 
| arfimafit-methods | function: ARFIMA Fit | 
| arfimaforecast | function: ARFIMA Forecasting | 
| ARFIMAforecast-class | class: ARFIMA Forecast Class | 
| arfimaforecast-method | function: ARFIMA Forecasting | 
| arfimaforecast-methods | function: ARFIMA Forecasting | 
| ARFIMAmultifilter-class | class: ARFIMA Multiple Filter Class | 
| ARFIMAmultifit-class | class: ARFIMA Multiple Fit Class | 
| ARFIMAmultiforecast-class | class: ARFIMA Multiple Forecast Class | 
| ARFIMAmultispec-class | class: ARFIMA Multiple Specification Class | 
| arfimapath | function: ARFIMA Path Simulation | 
| ARFIMApath-class | class: ARFIMA Path Simulation Class | 
| arfimapath-method | function: ARFIMA Path Simulation | 
| arfimapath-methods | function: ARFIMA Path Simulation | 
| arfimaroll | function: ARFIMA Rolling Density Forecast and Backtesting | 
| ARFIMAroll-class | class: ARFIMA Rolling Forecast Class | 
| arfimaroll-method | function: ARFIMA Rolling Density Forecast and Backtesting | 
| arfimaroll-methods | function: ARFIMA Rolling Density Forecast and Backtesting | 
| arfimasim | function: ARFIMA Simulation | 
| ARFIMAsim-class | class: ARFIMA Simulation Class | 
| arfimasim-method | function: ARFIMA Simulation | 
| arfimasim-methods | function: ARFIMA Simulation | 
| arfimaspec | function: ARFIMA Specification | 
| ARFIMAspec-class | class: ARFIMA Specification Class | 
| arfimaspec-method | function: ARFIMA Specification | 
| arfimaspec-methods | function: ARFIMA Specification | 
| as.data.frame-method | class: ARFIMA Parameter Distribution Class | 
| as.data.frame-method | class: ARFIMA Rolling Forecast Class | 
| as.data.frame-method | class: Univariate GARCH Bootstrap Class | 
| as.data.frame-method | class: Univariate GARCH Parameter Distribution Class | 
| as.data.frame-method | class: Univariate GARCH Rolling Forecast Class | 
| autoarfima | Automatic Model Selection for ARFIMA models | 
| BerkowitzTest | Berkowitz Density Forecast Likelihood Ratio Test | 
| coef-method | class: ARFIMA Filter Class | 
| coef-method | class: ARFIMA Fit Class | 
| coef-method | class: ARFIMA Multiple Filter Class | 
| coef-method | class: ARFIMA Multiple Fit Class | 
| coef-method | class: ARFIMA Rolling Forecast Class | 
| coef-method | class: Univariate GARCH Filter Class | 
| coef-method | class: Univariate GARCH Fit Class | 
| coef-method | class: Univariate GARCH Multiple Filter Class | 
| coef-method | class: Univariate GARCH Multiple Fit Class | 
| coef-method | class: Univariate GARCH Rolling Forecast Class | 
| confint-method | class: Univariate GARCH Fit Class | 
| convergence | class: Univariate GARCH Fit Class | 
| convergence-method | class: ARFIMA Fit Class | 
| convergence-method | class: Univariate GARCH Fit Class | 
| convergence-method | class: Univariate GARCH Rolling Forecast Class | 
| DACTest | Directional Accuracy Test | 
| ddist | Distribution: rugarch distribution functions | 
| distplot | Distribution: rugarch distribution functions | 
| dji30ret | data: Dow Jones 30 Constituents Closing Value Log Return | 
| dkurtosis | Distribution: rugarch distribution functions | 
| dmbp | data: Deutschemark/British pound Exchange Rate | 
| dskewness | Distribution: rugarch distribution functions | 
| ESTest | Expected Shortfall Test. | 
| fitdist | Distribution: rugarch distribution functions | 
| fitted-method | class: ARFIMA Filter Class | 
| fitted-method | class: ARFIMA Fit Class | 
| fitted-method | class: ARFIMA Forecast Class | 
| fitted-method | class: ARFIMA Multiple Filter Class | 
| fitted-method | class: ARFIMA Multiple Fit Class | 
| fitted-method | class: ARFIMA Multiple Forecast Class | 
| fitted-method | class: ARFIMA Path Simulation Class | 
| fitted-method | class: ARFIMA Simulation Class | 
| fitted-method | class: Univariate GARCH Filter Class | 
| fitted-method | class: Univariate GARCH Fit Class | 
| fitted-method | class: Univariate GARCH Forecast Class | 
| fitted-method | class: Univariate GARCH Multiple Filter Class | 
| fitted-method | class: Univariate GARCH Multiple Fit Class | 
| fitted-method | class: Univariate GARCH Multiple Forecast Class | 
| fitted-method | class: Univariate GARCH Path Simulation Class | 
| fitted-method | class: Univariate GARCH Simulation Class | 
| fpm | class: Univariate GARCH Forecast Class | 
| fpm-method | class: ARFIMA Forecast Class | 
| fpm-method | class: ARFIMA Rolling Forecast Class | 
| fpm-method | class: Univariate GARCH Forecast Class | 
| fpm-method | class: Univariate GARCH Rolling Forecast Class | 
| ftseq | A small set of utilities to work with some time and date classes. | 
| GARCHboot-class | class: GARCH Bootstrap Class | 
| GARCHdistribution-class | class: GARCH Parameter Distribution Class | 
| GARCHfilter-class | class: GARCH Filter Class | 
| GARCHfit-class | class: GARCH Fit Class | 
| GARCHforecast-class | class: GARCH Forecast Class | 
| GARCHpath-class | class: GARCH Path Simulation Class | 
| GARCHroll-class | class: GARCH Roll Class | 
| GARCHsim-class | class: GARCH Simulation Class | 
| GARCHspec-class | class: GARCH Spec Class | 
| GARCHtests-class | class: GARCH Tests Class | 
| generatefwd | A small set of utilities to work with some time and date classes. | 
| getspec | class: Univariate GARCH Fit Class | 
| getspec-method | class: ARFIMA Fit Class | 
| getspec-method | class: Univariate GARCH Fit Class | 
| ghyptransform | Distribution: Generalized Hyperbolic Transformation and Scaling | 
| GMMTest | The GMM Orthogonality Test of Hansen | 
| gof | class: Univariate GARCH Fit Class | 
| gof-method | class: Univariate GARCH Filter Class | 
| gof-method | class: Univariate GARCH Fit Class | 
| halflife | class: Univariate GARCH Fit Class | 
| halflife-method | class: Univariate GARCH Filter Class | 
| halflife-method | class: Univariate GARCH Fit Class | 
| halflife-method | class: Univariate GARCH Specification Class | 
| HLTest | The Non-Parametric Density Test of Hong and Li | 
| infocriteria | class: Univariate GARCH Fit Class | 
| infocriteria-method | class: ARFIMA Filter Class | 
| infocriteria-method | class: ARFIMA Fit Class | 
| infocriteria-method | class: Univariate GARCH Filter Class | 
| infocriteria-method | class: Univariate GARCH Fit Class | 
| likelihood | class: Univariate GARCH Fit Class | 
| likelihood-method | class: ARFIMA Filter Class | 
| likelihood-method | class: ARFIMA Fit Class | 
| likelihood-method | class: ARFIMA Multiple Filter Class | 
| likelihood-method | class: ARFIMA Multiple Fit Class | 
| likelihood-method | class: Univariate GARCH Filter Class | 
| likelihood-method | class: Univariate GARCH Fit Class | 
| likelihood-method | class: Univariate GARCH Multiple Filter Class | 
| likelihood-method | class: Univariate GARCH Multiple Fit Class | 
| mcsTest | Model Confidence Set Test | 
| move | A small set of utilities to work with some time and date classes. | 
| multifilter | function: Univariate GARCH and ARFIMA Multiple Filtering | 
| multifilter-method | function: Univariate GARCH and ARFIMA Multiple Filtering | 
| multifilter-methods | function: Univariate GARCH and ARFIMA Multiple Filtering | 
| multifit | function: Univariate GARCH and ARFIMA Multiple Fitting | 
| multifit-method | function: Univariate GARCH and ARFIMA Multiple Fitting | 
| multifit-methods | function: Univariate GARCH and ARFIMA Multiple Fitting | 
| multiforecast | function: Univariate GARCH and ARFIMA Multiple Forecasting | 
| multiforecast-method | function: Univariate GARCH and ARFIMA Multiple Forecasting | 
| multiforecast-methods | function: Univariate GARCH and ARFIMA Multiple Forecasting | 
| multispec | function: Univariate multiple GARCH Specification | 
| multispec-method | function: Univariate multiple GARCH Specification | 
| multispec-methods | function: Univariate multiple GARCH Specification | 
| newsimpact | class: Univariate GARCH Fit Class | 
| newsimpact-method | class: Univariate GARCH Filter Class | 
| newsimpact-method | class: Univariate GARCH Fit Class | 
| nyblom | class: Univariate GARCH Fit Class | 
| nyblom-method | class: Univariate GARCH Fit Class | 
| pdist | Distribution: rugarch distribution functions | 
| persistence | class: Univariate GARCH Fit Class | 
| persistence-method | class: Univariate GARCH Filter Class | 
| persistence-method | class: Univariate GARCH Fit Class | 
| persistence-method | class: Univariate GARCH Specification Class | 
| pit | class: Univariate GARCH Fit Class | 
| pit-method | class: Univariate GARCH Filter Class | 
| pit-method | class: Univariate GARCH Fit Class | 
| pit-method | class: Univariate GARCH Rolling Forecast Class | 
| plot-method | class: Univariate GARCH Bootstrap Class | 
| plot-method | class: Univariate GARCH Parameter Distribution Class | 
| plot-method | class: Univariate GARCH Filter Class | 
| plot-method | class: Univariate GARCH Fit Class | 
| plot-method | class: Univariate GARCH Forecast Class | 
| plot-method | class: Univariate GARCH Path Simulation Class | 
| plot-method | class: Univariate GARCH Rolling Forecast Class | 
| plot-method | class: Univariate GARCH Simulation Class | 
| qdist | Distribution: rugarch distribution functions | 
| qgh | Functions exported for use in rmgarch | 
| qnig | Functions exported for use in rmgarch | 
| quantile-method | class: Univariate GARCH Filter Class | 
| quantile-method | class: Univariate GARCH Fit Class | 
| quantile-method | class: Univariate GARCH Forecast Class | 
| quantile-method | class: Univariate GARCH Path Simulation Class | 
| quantile-method | class: Univariate GARCH Rolling Forecast Class | 
| quantile-method | class: Univariate GARCH Simulation Class | 
| rdist | Distribution: rugarch distribution functions | 
| reduce | class: Univariate GARCH Fit Class | 
| reduce-method | class: ARFIMA Fit Class | 
| reduce-method | class: Univariate GARCH Fit Class | 
| report | class: Univariate GARCH Rolling Forecast Class | 
| report-method | class: ARFIMA Rolling Forecast Class | 
| report-method | class: Univariate GARCH Rolling Forecast Class | 
| residuals-method | class: ARFIMA Filter Class | 
| residuals-method | class: ARFIMA Fit Class | 
| residuals-method | class: ARFIMA Multiple Filter Class | 
| residuals-method | class: ARFIMA Multiple Fit Class | 
| residuals-method | class: Univariate GARCH Filter Class | 
| residuals-method | class: Univariate GARCH Fit Class | 
| residuals-method | class: Univariate GARCH Multiple Filter Class | 
| residuals-method | class: Univariate GARCH Multiple Fit Class | 
| resume | class: Univariate GARCH Rolling Forecast Class | 
| resume-method | class: ARFIMA Rolling Forecast Class | 
| resume-method | class: Univariate GARCH Rolling Forecast Class | 
| rGARCH-class | class: rGARCH Class | 
| rgarchdist | Distribution: rugarch distribution functions | 
| rugarch | The rugarch package | 
| setbounds<- | class: Univariate GARCH Specification Class | 
| setbounds<--method | class: ARFIMA Specification Class | 
| setbounds<--method | class: Univariate GARCH Specification Class | 
| setfixed<- | class: Univariate GARCH Specification Class | 
| setfixed<--method | class: ARFIMA Specification Class | 
| setfixed<--method | class: Univariate GARCH Specification Class | 
| setstart<- | class: Univariate GARCH Specification Class | 
| setstart<--method | class: ARFIMA Specification Class | 
| setstart<--method | class: Univariate GARCH Specification Class | 
| show-method | class: ARFIMA Parameter Distribution Class | 
| show-method | class: ARFIMA Filter Class | 
| show-method | class: ARFIMA Fit Class | 
| show-method | class: ARFIMA Forecast Class | 
| show-method | class: ARFIMA Multiple Filter Class | 
| show-method | class: ARFIMA Multiple Fit Class | 
| show-method | class: ARFIMA Multiple Forecast Class | 
| show-method | class: ARFIMA Multiple Specification Class | 
| show-method | class: ARFIMA Path Simulation Class | 
| show-method | class: ARFIMA Rolling Forecast Class | 
| show-method | class: ARFIMA Simulation Class | 
| show-method | class: ARFIMA Specification Class | 
| show-method | class: Univariate GARCH Bootstrap Class | 
| show-method | class: Univariate GARCH Parameter Distribution Class | 
| show-method | class: Univariate GARCH Filter Class | 
| show-method | class: Univariate GARCH Fit Class | 
| show-method | class: Univariate GARCH Forecast Class | 
| show-method | class: Univariate GARCH Multiple Filter Class | 
| show-method | class: Univariate GARCH Multiple Fit Class | 
| show-method | class: Univariate GARCH Multiple Forecast Class | 
| show-method | class: Univariate GARCH Multiple Specification Class | 
| show-method | class: Univariate GARCH Path Simulation Class | 
| show-method | class: Univariate GARCH Rolling Forecast Class | 
| show-method | class: Univariate GARCH Simulation Class | 
| show-method | class: Univariate GARCH Specification Class | 
| sigma | class: Univariate GARCH Fit Class | 
| sigma-method | class: Univariate GARCH Filter Class | 
| sigma-method | class: Univariate GARCH Fit Class | 
| sigma-method | class: Univariate GARCH Forecast Class | 
| sigma-method | class: Univariate GARCH Multiple Filter Class | 
| sigma-method | class: Univariate GARCH Multiple Fit Class | 
| sigma-method | class: Univariate GARCH Multiple Forecast Class | 
| sigma-method | class: Univariate GARCH Path Simulation Class | 
| sigma-method | class: Univariate GARCH Simulation Class | 
| signbias | class: Univariate GARCH Fit Class | 
| signbias-method | class: Univariate GARCH Filter Class | 
| signbias-method | class: Univariate GARCH Fit Class | 
| signbias-methods | class: Univariate GARCH Fit Class | 
| skdomain | Distribution: rugarch distribution functions | 
| sp500ret | data: Standard and Poors 500 Closing Value Log Return | 
| spyreal | data: SPDR Standard and Poors 500 Open-Close Daily Return and Realized Kernel Volatility | 
| ugarchbench | Benchmark: The Benchmark Test Suite | 
| ugarchboot | function: Univariate GARCH Forecast via Bootstrap | 
| uGARCHboot-class | class: Univariate GARCH Bootstrap Class | 
| ugarchboot-method | function: Univariate GARCH Forecast via Bootstrap | 
| ugarchboot-methods | function: Univariate GARCH Forecast via Bootstrap | 
| ugarchdistribution | function: Univariate GARCH Parameter Distribution via Simulation | 
| uGARCHdistribution-class | class: Univariate GARCH Parameter Distribution Class | 
| ugarchdistribution-method | function: Univariate GARCH Parameter Distribution via Simulation | 
| ugarchdistribution-methods | function: Univariate GARCH Parameter Distribution via Simulation | 
| ugarchfilter | function: Univariate GARCH Filtering | 
| uGARCHfilter-class | class: Univariate GARCH Filter Class | 
| ugarchfilter-method | function: Univariate GARCH Filtering | 
| ugarchfilter-methods | function: Univariate GARCH Filtering | 
| ugarchfit | function: Univariate GARCH Fitting | 
| uGARCHfit-class | class: Univariate GARCH Fit Class | 
| ugarchfit-method | function: Univariate GARCH Fitting | 
| ugarchfit-methods | function: Univariate GARCH Fitting | 
| ugarchforecast | function: Univariate GARCH Forecasting | 
| uGARCHforecast-class | class: Univariate GARCH Forecast Class | 
| ugarchforecast-method | function: Univariate GARCH Forecasting | 
| ugarchforecast-methods | function: Univariate GARCH Forecasting | 
| uGARCHmultifilter-class | class: Univariate GARCH Multiple Filter Class | 
| uGARCHmultifit-class | class: Univariate GARCH Multiple Fit Class | 
| uGARCHmultiforecast-class | class: Univariate GARCH Multiple Forecast Class | 
| uGARCHmultispec-class | class: Univariate GARCH Multiple Specification Class | 
| ugarchpath | function: Univariate GARCH Path Simulation | 
| uGARCHpath-class | class: Univariate GARCH Path Simulation Class | 
| ugarchpath-method | function: Univariate GARCH Path Simulation | 
| ugarchpath-methods | function: Univariate GARCH Path Simulation | 
| ugarchroll | function: Univariate GARCH Rolling Density Forecast and Backtesting | 
| uGARCHroll-class | class: Univariate GARCH Rolling Forecast Class | 
| ugarchroll-method | function: Univariate GARCH Rolling Density Forecast and Backtesting | 
| ugarchroll-methods | function: Univariate GARCH Rolling Density Forecast and Backtesting | 
| ugarchsim | function: Univariate GARCH Simulation | 
| uGARCHsim-class | class: Univariate GARCH Simulation Class | 
| ugarchsim-method | function: Univariate GARCH Simulation | 
| ugarchsim-methods | function: Univariate GARCH Simulation | 
| ugarchspec | function: Univariate GARCH Specification | 
| uGARCHspec-class | class: Univariate GARCH Specification Class | 
| ugarchspec-method | function: Univariate GARCH Specification | 
| ugarchspec-methods | function: Univariate GARCH Specification | 
| uncmean | class: Univariate GARCH Fit Class | 
| uncmean-method | class: ARFIMA Filter Class | 
| uncmean-method | class: ARFIMA Fit Class | 
| uncmean-method | class: ARFIMA Specification Class | 
| uncmean-method | class: Univariate GARCH Filter Class | 
| uncmean-method | class: Univariate GARCH Fit Class | 
| uncmean-method | class: Univariate GARCH Specification Class | 
| uncvariance | class: Univariate GARCH Fit Class | 
| uncvariance-method | class: Univariate GARCH Filter Class | 
| uncvariance-method | class: Univariate GARCH Fit Class | 
| uncvariance-method | class: Univariate GARCH Specification Class | 
| VaRDurTest | VaR Duration Test | 
| VaRloss | Value at Risk loss function of Gonzalez-Rivera, Lee, and Mishra (2004) | 
| VaRplot | Value at Risk Exceedances plot | 
| VaRTest | Value at Risk Exceedances Test | 
| vcov-method | class: ARFIMA Fit Class | 
| vcov-method | class: Univariate GARCH Fit Class |