Multivariate Conditional Volatility Modelling and Forecasting


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Documentation for package ‘BEKKs’ version 1.1.0

Help Pages

AIC.bekkFit bekkFit method
BEKKs BEKKs: Volatility modelling
bekk_fit Estimating multivariate BEKK-type volatility models
bekk_forecast Forecasting conditional volatilities with BEKK models
bekk_sim Simulating BEKK models
bekk_spec BEKK specification method
BIC.bekkFit bekkFit method
GoldStocksBonds Gold stock and Bond returns
logLik.bekkFit bekkFit method
print.bekkFit bekkFit method
residuals.bekkFit bekkFit method
StocksBonds Daily stock and Bond returns
VaR Calculating Value-at-Risk (VaR)