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"title": "Distribution: rugarch distribution functions", "topics": [ "ddist", "distplot", "dkurtosis", "dskewness", "fitdist", "pdist", "qdist", "rdist", "rgarchdist", "skdomain" ] }, { "page": "sp500ret", "title": "data: Standard and Poors 500 Closing Value Log Return", "topics": [ "sp500ret" ] }, { "page": "spyreal", "title": "data: SPDR Standard and Poors 500 Open-Close Daily Return and Realized Kernel Volatility", "topics": [ "spyreal" ] }, { "page": "ugarchbench", "title": "Benchmark: The Benchmark Test Suite", "topics": [ "ugarchbench" ] }, { "page": "uGARCHboot-class", "title": "class: Univariate GARCH Bootstrap Class", "topics": [ "as.data.frame,uGARCHboot-method", "plot,uGARCHboot,missing-method", "show,uGARCHboot-method", "uGARCHboot-class" ] }, { "page": "ugarchboot-methods", "title": "function: Univariate GARCH Forecast via Bootstrap", "topics": [ "ugarchboot", "ugarchboot,ANY-method", "ugarchboot,uGARCHfit-method", "ugarchboot,uGARCHspec-method", "ugarchboot-methods" ] }, { "page": "uGARCHdistribution-class", "title": "class: Univariate GARCH Parameter Distribution Class", "topics": [ "as.data.frame,uGARCHdistribution-method", "plot,uGARCHdistribution,missing-method", "show,uGARCHdistribution-method", "uGARCHdistribution-class" ] }, { "page": "ugarchdistribution-methods", "title": "function: Univariate GARCH Parameter Distribution via Simulation", "topics": [ "ugarchdistribution", "ugarchdistribution,ANY-method", "ugarchdistribution,uGARCHfit-method", "ugarchdistribution,uGARCHspec-method", "ugarchdistribution-methods" ] }, { "page": "uGARCHfilter-class", "title": "class: Univariate GARCH Filter Class", "topics": [ "coef,uGARCHfilter-method", "fitted,uGARCHfilter-method", "gof,uGARCHfilter,numeric-method", "halflife,uGARCHfilter,missing,missing,missing,missing-method", "infocriteria,uGARCHfilter-method", "likelihood,uGARCHfilter-method", "newsimpact,uGARCHfilter-method", "persistence,uGARCHfilter,missing,missing,missing,missing-method", "pit,uGARCHfilter-method", "plot,uGARCHfilter,missing-method", "quantile,uGARCHfilter-method", "residuals,uGARCHfilter-method", "show,uGARCHfilter-method", "sigma,uGARCHfilter-method", "signbias,uGARCHfilter-method", "uGARCHfilter-class", "uncmean,uGARCHfilter-method", "uncvariance,uGARCHfilter,missing,missing,missing,missing,missing-method" ] }, { "page": "ugarchfilter-methods", "title": "function: Univariate GARCH Filtering", "topics": [ "ugarchfilter", "ugarchfilter,ANY-method", "ugarchfilter,uGARCHspec-method", "ugarchfilter-methods" ] }, { "page": "uGARCHfit-class", "title": "class: Univariate GARCH Fit Class", "topics": [ "coef,uGARCHfit-method", "confint,uGARCHfit-method", "convergence", "convergence,ANY-method", "convergence,uGARCHfit-method", "fitted,uGARCHfit-method", "getspec", "getspec,ANY-method", "getspec,uGARCHfit-method", "gof", "gof,ANY,ANY-method", "gof,uGARCHfit,numeric-method", "halflife", "halflife,ANY,ANY,ANY,ANY,ANY-method", "halflife,missing,numeric,character,character,ANY-method", "halflife,uGARCHfit,missing,missing,missing,missing-method", "infocriteria", "infocriteria,ANY-method", "infocriteria,uGARCHfit-method", "likelihood", "likelihood,ANY-method", "likelihood,uGARCHfit-method", "newsimpact", "newsimpact,ANY-method", "newsimpact,uGARCHfit-method", "nyblom", "nyblom,ANY-method", "nyblom,uGARCHfit-method", "persistence", "persistence,ANY,ANY,ANY,ANY,ANY-method", "persistence,missing,numeric,character,character,ANY-method", "persistence,uGARCHfit,missing,missing,missing,missing-method", "pit", "pit,ANY-method", "pit,uGARCHfit-method", "plot,uGARCHfit,missing-method", "quantile,uGARCHfit-method", "reduce", "reduce,ANY-method", "reduce,uGARCHfit-method", "residuals,uGARCHfit-method", "show,uGARCHfit-method", "sigma", "sigma,ANY-method", "sigma,uGARCHfit-method", "signbias", "signbias,ANY-method", "signbias,uGARCHfit-method", "signbias-methods", "uGARCHfit-class", "uncmean", "uncmean,ANY-method", "uncmean,uGARCHfit-method", "uncvariance", "uncvariance,ANY,ANY,ANY,ANY,ANY,ANY-method", "uncvariance,missing,numeric,character,character,ANY,ANY-method", "uncvariance,uGARCHfit,missing,missing,missing,missing,missing-method", "vcov,uGARCHfit-method" ] }, { "page": "ugarchfit-methods", "title": "function: Univariate GARCH Fitting", "topics": [ "ugarchfit", "ugarchfit,ANY-method", "ugarchfit,uGARCHspec-method", "ugarchfit-methods" ] }, { "page": "uGARCHforecast-class", "title": "class: Univariate GARCH Forecast Class", "topics": [ "fitted,uGARCHforecast-method", "fpm", "fpm,ANY-method", "fpm,uGARCHforecast-method", "plot,uGARCHforecast,missing-method", "quantile,uGARCHforecast-method", "show,uGARCHforecast-method", "sigma,uGARCHforecast-method", "uGARCHforecast-class" ] }, { "page": "ugarchforecast-methods", "title": "function: Univariate GARCH Forecasting", "topics": [ "ugarchforecast", "ugarchforecast,ANY-method", "ugarchforecast,uGARCHfit-method", "ugarchforecast,uGARCHspec-method", "ugarchforecast-methods" ] }, { "page": "uGARCHmultifilter-class", "title": "class: Univariate GARCH Multiple Filter Class", "topics": [ "coef,uGARCHmultifilter-method", "fitted,uGARCHmultifilter-method", "likelihood,uGARCHmultifilter-method", "residuals,uGARCHmultifilter-method", "show,uGARCHmultifilter-method", "sigma,uGARCHmultifilter-method", "uGARCHmultifilter-class" ] }, { "page": "uGARCHmultifit-class", "title": "class: Univariate GARCH Multiple Fit Class", "topics": [ "coef,uGARCHmultifit-method", "fitted,uGARCHmultifit-method", "likelihood,uGARCHmultifit-method", "residuals,uGARCHmultifit-method", "show,uGARCHmultifit-method", "sigma,uGARCHmultifit-method", "uGARCHmultifit-class" ] }, { "page": "uGARCHmultiforecast-class", "title": "class: Univariate GARCH Multiple Forecast Class", "topics": [ "fitted,uGARCHmultiforecast-method", "show,uGARCHmultiforecast-method", "sigma,uGARCHmultiforecast-method", "uGARCHmultiforecast-class" ] }, { "page": "uGARCHmultispec-class", "title": "class: Univariate GARCH Multiple Specification Class", "topics": [ "show,uGARCHmultispec-method", "uGARCHmultispec-class" ] }, { "page": "uGARCHpath-class", "title": "class: Univariate GARCH Path Simulation Class", "topics": [ "fitted,uGARCHpath-method", "plot,uGARCHpath,missing-method", "quantile,uGARCHpath-method", "show,uGARCHpath-method", "sigma,uGARCHpath-method", "uGARCHpath-class" ] }, { "page": "ugarchpath-methods", "title": "function: Univariate GARCH Path Simulation", "topics": [ "ugarchpath", "ugarchpath,ANY-method", "ugarchpath,uGARCHspec-method", "ugarchpath-methods" ] }, { "page": "uGARCHroll-class", "title": "class: Univariate GARCH Rolling Forecast Class", "topics": [ "as.data.frame,uGARCHroll-method", "coef,uGARCHroll-method", "convergence,uGARCHroll-method", "fpm,uGARCHroll-method", "pit,uGARCHroll-method", "plot,uGARCHroll,missing-method", "quantile,uGARCHroll-method", "report", "report,ANY-method", "report,uGARCHroll-method", "resume", "resume,ANY-method", "resume,uGARCHroll-method", "show,uGARCHroll-method", "uGARCHroll-class" ] }, { "page": "ugarchroll-methods", "title": "function: Univariate GARCH Rolling Density Forecast and Backtesting", "topics": [ "ugarchroll", "ugarchroll,ANY-method", "ugarchroll,uGARCHspec-method", "ugarchroll-methods" ] }, { "page": "uGARCHsim-class", "title": "class: Univariate GARCH Simulation Class", "topics": [ "fitted,uGARCHsim-method", "plot,uGARCHsim,missing-method", "quantile,uGARCHsim-method", "show,uGARCHsim-method", "sigma,uGARCHsim-method", "uGARCHsim-class" ] }, { "page": "ugarchsim-methods", "title": "function: Univariate GARCH Simulation", "topics": [ "ugarchsim", "ugarchsim,ANY-method", "ugarchsim,uGARCHfit-method", "ugarchsim-methods" ] }, { "page": "uGARCHspec-class", "title": "class: Univariate GARCH Specification Class", "topics": [ "halflife,uGARCHspec,missing,missing,missing,missing-method", "persistence,uGARCHspec,missing,missing,missing,missing-method", "setbounds<-", "setbounds<-,ANY,ANY-method", "setbounds<-,uGARCHspec,vector-method", "setfixed<-", "setfixed<-,ANY,ANY-method", "setfixed<-,uGARCHspec,vector-method", "setstart<-", "setstart<-,ANY,ANY-method", "setstart<-,uGARCHspec,vector-method", "show,uGARCHspec-method", "uGARCHspec-class", "uncmean,uGARCHspec-method", "uncvariance,uGARCHspec,missing,missing,missing,missing,missing-method" ] }, { "page": "ugarchspec-methods", "title": "function: Univariate GARCH Specification", "topics": [ "ugarchspec", "ugarchspec,ANY-method", "ugarchspec-methods" ] }, { "page": "VaRDurTest", "title": "VaR Duration Test", "topics": [ "VaRDurTest" ] }, { "page": "VaRloss", "title": "Value at Risk loss function of Gonzalez-Rivera, Lee, and Mishra (2004)", "topics": [ "VaRloss" ] }, { "page": "VaRplot", "title": "Value at Risk Exceedances plot", "topics": [ "VaRplot" ] }, { "page": "VaRTest", "title": "Value at Risk Exceedances Test", "topics": [ "VaRTest" ] } ], "_readme": 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