class: ARFIMA Parameter Distribution Class
class: ARFIMA Forecast Performance Measures
class: ARFIMA Multiple Specification Class
class: GARCH Parameter Distribution Class
function: Create Dummy Day-of-Week Variable
function: ARFIMA Parameter Distribution via Simulation
function: ARFIMA Rolling Density Forecast and Backtesting
data: Dow Jones 30 Constituents Closing Value Log Return
data: Deutschemark/British pound Exchange Rate
function: Univariate GARCH and ARFIMA Forecast Performance Measures
Distribution: Generalized Hyperbolic Transformation and Scaling
First and Last methods for accessing objects
Class: Multivariate GARCH Forecast Class
Class: Multivariate GARCH Simulation Class
function: Univariate GARCH and ARFIMA Multiple Filtering
function: Univariate GARCH and ARFIMA Multiple Fitting
function: Univariate GARCH and ARFIMA Multiple Forecasting
function: Univariate multiple GARCH Specification
Distribution: Normal Inverse Gaussian Transformation and Scaling
data: Standard and Poors 500 Closing Value Log Return
class: Univariate GARCH Parameter Distribution Class
class: Univatiate GARCH Forecast Performance Measures
class: Univariate GARCH Multiple Filter Class
class: Univariate GARCH Multiple Fit Class
class: Univariate GARCH Multiple Forecast Class
class: Univariate GARCH Multiple Specification Class
class: Univariate GARCH Path Simulation Class
class: Univariate GARCH Rolling Forecast Class
class: Univariate GARCH Simulation Class
class: Univariate GARCH Specification Class
function: Univariate GARCH Forecast via Bootstrap
function: Univariate GARCH Parameter Distribution via Simulation
function: Univariate GARCH Path Simulation
function: Univariate GARCH Rolling Density Forecast and Backtesting