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GET.ESTIMATES.GARCH
GET.ESTIMATES.GAS
GET.ESTIMATES.GJR
GET.ESTIMATES.IGARCH
GET.ESTIMATES.RISKMETRICS
GET.FORECASTS.APARCH
GET.FORECASTS.EGARCH
GET.FORECASTS.FIGARCH
GET.FORECASTS.GARCH
GET.FORECASTS.GAS
GET.FORECASTS.GJR
GET.FORECASTS.IGARCH
GET.FORECASTS.RISKMETRICS
GET.PARAMETERS.APARCH
GET.PARAMETERS.EGARCH
GET.PARAMETERS.FIGARCH
GET.PARAMETERS.GARCH
GET.PARAMETERS.GAS
GET.PARAMETERS.GJR
GET.PARAMETERS.IGARCH
GET.PARAMETERS.RISKMETRICS
GET.VaR.APARCH
GET.VaR.EGARCH
GET.VaR.FIGARCH
GET.VaR.GARCH
GET.VaR.GAS
GET.VaR.GJR
GET.VaR.IGARCH
GET.VaR.RISKMETRICS
GETX.ESTIMATES.CCC
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GETX.ESTIMATES.SCALAR.BEKK
GETX.FORECASTS.CCC
GETX.FORECASTS.DCC
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GETX.FORECASTS.RISKMETRICS
GETX.FORECASTS.SCALAR.BEKK
GETX.PARAMETERS.CCC
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GETX.PARAMETERS.RISKMETRICS
GETX.PARAMETERS.SCALAR.BEKK
GMVP
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UNVEC
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VARCOV.MAT
VEC
VECH
GET.PARAMETERS.RISKMETRICS
In This Topic
ARGUMENTS
Fit a RISKMETRICS model and returns the estimated parameters.
ARGUMENTS
Returns
Vector of returns
Vector
AR
Number of autoregressives terms (>=0)
Integer
MA
Number of moving average terms (>=0)
Integer
Arch
Number of Arch terms (>=0)
Integer
Garch
Number of Garch terms
Integer
Lambda
Lambda
Real number
This function is asynchronous.