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| analytical.grad | Analytical gradient of the log-likelihood function of the (E)CCC-GARCH(1,1) model |
| analytical.Hessian | Analytical Hessian of the (E)CCC-GARCH |
| 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 |