R: Time Varying GARCH Modelling

# Time Varying GARCH Modelling

## Documentation for package ‘tvgarch’ version 2.4.2

- DESCRIPTION file.
- Package NEWS.

## Help Pages

tvgarch-package | Time Varying GARCH Modelling
coef.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
coef.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
coef.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
combinations | Compute all combinations of a hierarchy of models of n variables, and enumerate the combinations of the elements of a vector.
combos | Compute all combinations of a hierarchy of models of n variables, and enumerate the combinations of the elements of a vector.
dccObj | Auxiliary functions
fitted.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
fitted.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
fitted.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
garchObj | Auxiliary functions
logLik.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
logLik.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
logLik.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
mtvgarch | Estimate a multivariate TV-GARCH-X model
mtvgarchSim | Simulate from a multivariate TV-GARCH-X model
nobs.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
nobs.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
nobs.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
plot.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
plot.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
plot.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
predict.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
predict.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
predict.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
print.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
print.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
print.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
quantile.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
quantile.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
quantile.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
residuals.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
residuals.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
residuals.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
summary.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
summary.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
summary.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
toLatex.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
toLatex.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
toLatex.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects
tv | Auxiliary functions
tvgarch | Estimate a TV-GARCH-X model
tvgarchObj | Auxiliary functions
tvgarchSim | Simulate from a univariate TV-GARCH-X model
tvgarchTest | Test of a multiplicative time-varying GARCH model
tvObj | Auxiliary functions
vcov.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects
vcov.tvgarch | Extraction functions (S3 methods) for univarate 'tvgarch' objects
vcov.tvgarchTest | Extraction functions for univarate 'tvgarchTest' objects