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"page": "garchsk_construct", "title": "This function constructs GARCHSK model of given data and parameters.", "topics": [ "garchsk_construct" ] }, { "page": "garchsk_est", "title": "This function estimates GARCHSK model's parameters.", "topics": [ "garchsk_est" ] }, { "page": "garchsk_fcst", "title": "This function forcasts conditional mean,variance,skewness and kurtosis with given GARCHSK model.", "topics": [ "garchsk_fcst" ] }, { "page": "garchsk_ineqfun", "title": "This function is inequality equation of GARCHSK parameters used in optimization process(Rsolnp).", "topics": [ "garchsk_ineqfun" ] }, { "page": "garchsk_lik", "title": "This function calculates the log-likelihood of GARCHSK model.", "topics": [ "garchsk_lik" ] }, { "page": "GBP", "title": "GBP/USD exchange rate from 1990-01-03 to 2002-5-3 from Bloomberg.", "topics": [ "GBP" ] }, { "page": "gjrsk_construct", "title": "This function constructs GJRSK model of given data and parameters.", "topics": [ "gjrsk_construct" ] }, { "page": "gjrsk_est", "title": "This function estimates GJRSK model's parameters.", "topics": [ "gjrsk_est" ] }, { "page": "gjrsk_fcst", "title": "This function forcasts conditional mean,variance,skewness and kurtosis with given GJRSK model.", "topics": [ "gjrsk_fcst" ] }, { "page": "gjrsk_ineqfun", "title": "This function is inequality equation of GJRSK parameters used in optimization process(Rsolnp).", "topics": [ "gjrsk_ineqfun" ] }, { "page": "gjrsk_lik", "title": "This function calculates the log-likelihood of GJRSK model.", "topics": [ "gjrsk_lik" ] }, { "page": "kurtosis", "title": "This function calculates kurtosis of given data.", "topics": [ "kurtosis" ] }, { "page": "skewness", "title": "This function calculates skewness of given data.", "topics": [ "skewness" ] } ], "_rundeps": [ "codetools", "digest", "future", "future.apply", "globals", "listenv", "numDeriv", "parallelly", "Rcpp", "RcppArmadillo", "Rsolnp", "truncnorm" ], "_score": 1.6020599913279625, "_indexed": true, 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