analytical.Hessian      Analytical Hessian of the (E)CCC-GARCH
analytical.grad         Analytical gradient of the log-likelihood
                        function of the (E)CCC-GARCH(1,1) model
d2lv                    Hessian of the DCC log-likelihood function
dcc.est                 Dynamic conditional correlations
dcc.estimation          Estimating an (E)DCC-GARCH model
dcc.estimation1         Maximising the first stage log-likelihood
                        function of the (E)DCC-GARCH model
dcc.estimation2         Maximising the second stage log-likelihood
                        function of the (E)DCC-GARCH model
dcc.results             Computing robust standard errors of the
                        estimates in the (E)DCC-GARCH model
dcc.sim                 Simulating an (E)DCC-GARCH(1,1) process
dlc                     Various partial derivatives of the DCC part of
                        the log-likelihood function
dlv                     Gradient of the GARCH part of the
                        log-likelihood function of an (E)DCC-GARCH
                        model
dlv.est                 Gradient of the GARCH part of the
                        log-likelihood function of an (E)DCC GARCH
                        model
eccc.estimation         Estimating an (E)CCC-GARCH model
eccc.sim                Simulating an (E)CCC-GARCH(1,1) process
fourth                  Fourth-order moment condition for the vector
                        GARCH equation
grad.dcc.full           Numerical gradient of the full log-likelihood
                        function of the (E)DCC-GARCH model
grad.dcc2               Numerical gradient of the DCC part of the
                        log-likelihood function
hh.test                 Carrying out the test of Hafner and Herwartz
jb.test                 The Lomnicki-Jarque-Bera Test of normality (JB
                        test)
ljung.box.test          The Ljung-Box Test statistic
loglik.dcc              The log-likelihood function for the (E)DCC
                        GARCH model
loglik.dcc1             The 1st stage log-likelihood function for the
                        (E)DCC GARCH
loglik.dcc2             The 2nd stage log-likelihood function for the
                        (E)DCC GARCH
loglik.eccc             The log-likelihood function of the (E)CCC-GARCH
                        model
nt.test                 Carrying out the test of Nakatani and
                        Ter\"asvirta
p.mat                   Re-arranging a vector into parameter matrices
rob.kr                  Computing standard and robustified excess
                        kurtosis
rob.sk                  Computing standard and robustified skewness
stationarity            The stationarity condition in Extended CC-GARCH
                        models
stcc.sim                Simulating Data from an STCC-GARCH$(1,1)$
                        process
tr.func                 Logistic transition function
uni.vola                Computing univariate GARCH(1,1) conditional
                        variances
uni.vola.sim            Simulating a series with univariate GARCH(1,1)
                        conditional variances
vdR                     Computing partial derivatives of the CCC matrix
vec.garch.derivative    Computing partial derivatives of a vector
                        GARCH(1, 1) equation
vector.garch            A vector GARCH(1,1) conditional variances
