![]() GARCHboot-class: class: GARCH Bootstrap Class.fpm-methods: function: Univariate GARCH and ARFIMA Forecast Performance.ForwardDates-methods: function: Generate Future Dates.dmbp: data: Deutschemark/British pound Exchange Rate.dji30ret: data: Dow Jones 30 Constituents Closing Value Log Return.dccspec-methods: function: DCC-GARCH Specification.DCCspec-class: class: DCC Specification Class.dccsim-methods: function: DCC-GARCH Simulation.DCCsim-class: class: DCC Forecast Class.dccroll-methods: function: DCC-GARCH Rolling Forecast.dccforecast-methods: function: DCC-GARCH Forecast.DCCforecast-class: class: DCC Forecast Class.dccfit-methods: function: DCC-GARCH Fit.dccfilter-methods: function: DCC-GARCH Filter.DCCfilter-class: class: DCC Filter Class.cgarchspec-methods: function: Copula-GARCH Specification.cGARCHspec-class: class: Copula Specification Class.cgarchsim-methods: function: Copula-GARCH Simulation.cGARCHsim-class: class: Copula Simulation Class.cgarchfit-methods: function: Copula-GARCH Fit.cGARCHfit-class: class: Copula Fit Class.cgarchfilter-methods: function: Copula-GARCH Filter.cGARCHfilter-class: class: Copula Filter Class.BerkowitzLR: Berkowitz Density Forecast Likelihood Ratio Test.arfimaspec-methods: function: ARFIMA Specification.ARFIMAspec-class: class: ARFIMA Specification Class.arfimasim-methods: function: ARFIMA Simulation.ARFIMAsim-class: class: ARFIMA Simulation Class.arfimaroll-methods: function: ARFIMA Rolling Density Forecast and Backtesting.ARFIMAroll-class: class: ARFIMA Rolling Forecast Class.arfimapath-methods: function: ARFIMA Path Simulation.ARFIMApath-class: class: ARFIMA Path Simulation Class. ![]() ARFIMAmultispec-class: class: ARFIMA Multiple Specification Class.ARFIMAmultiforecast-class: class: ARFIMA Multiple Forecast Class.ARFIMAmultifit-class: class: ARFIMA Multiple Fit Class.ARFIMAmultifilter-class: class: ARFIMA Multiple Filter Class.ARFIMAfpm-class: class: ARFIMA Forecast Performance Measures.arfimaforecast-methods: function: ARFIMA Forecasting.ARFIMAforecast-class: class: ARFIMA Forecast Class.arfimafit-methods: function: ARFIMA Fit. ![]()
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