BL.COV
BL.MEAN
C.RATIO
CHOLESKY
CORR.2.COV
CORR.MAT
COV.2.CORR
Credits
CTR
D.RATIO
DIAG
EIGEN.VALUES
EIGEN.VECTORS
ERC.FI
EXTRACT.DIAG
GET.ESTIMATES.APARCH
GET.ESTIMATES.EGARCH
GET.ESTIMATES.FIGARCH
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
Getting started
GETX.ESTIMATES.CCC
GETX.ESTIMATES.DCC
GETX.ESTIMATES.DIAG.BEKK
GETX.ESTIMATES.RISKMETRICS
GETX.ESTIMATES.SCALAR.BEKK
GETX.FORECASTS.CCC
GETX.FORECASTS.DCC
GETX.FORECASTS.DIAG.BEKK
GETX.FORECASTS.RISKMETRICS
GETX.FORECASTS.SCALAR.BEKK
GETX.PARAMETERS.CCC
GETX.PARAMETERS.DCC
GETX.PARAMETERS.DIAG.BEKK
GETX.PARAMETERS.RISKMETRICS
GETX.PARAMETERS.SCALAR.BEKK
GMVP
IS.PSD
MCTR
MMULTX
MV.RET.FI
MV.RET.FI.NS
MV.RET.RF
MV.VOL.FI
MV.VOL.FI.NS
MV.VOL.RF
MVU
MVU.FI
MVU.FI.BOX
MVU.FI.CA
MVU.FI.NS
MVU.FI.NS.CA
MVU.FI.TU.NS
NEAREST.CORR
NEAREST.COV
Overview
PCTR
PORT.CVaR
PORT.CVaR.NORMAL
PORT.CVaR.STUDENT
PORT.RISK
PORT.VaR
PORT.VaR.NORMAL
PORT.VaR.STUDENT
Portfolio
Release History
ROUND.SMALL
SINGULAR.VALUES
TANGENT.PORT
Tools
TRACE
UNVEC
UNVECH
VARCOV.MAT
VEC
VECH
Volatility