Flexible and Robust GARCH-X Modelling


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Documentation for package ‘garchx’ version 1.0

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garchx-package Flexible and Robust GARCH-X Modelling
coef.garchx Extraction functions for 'garchx' objects
fitted.garchx Extraction functions for 'garchx' objects
garchx Estimate a GARCH-X model
garchxObjective Auxiliary functions
garchxRecursion Auxiliary functions
garchxSim Simulate from a GARCH-X model
logLik.garchx Extraction functions for 'garchx' objects
print.garchx Extraction functions for 'garchx' objects
residuals.garchx Extraction functions for 'garchx' objects
vcov.garchx Extraction functions for 'garchx' objects