├── .Rinstignore ├── ChangeLog ├── DESCRIPTION ├── MD5 ├── NAMESPACE ├── R ├── copula-classes.R ├── copula-distributions.R ├── copula-fn.R ├── copula-likelihoods.R ├── copula-main.R ├── copula-methods.R ├── copula-postestimation.R ├── copula-solver.R ├── copula-transformations.R ├── fdcc-likelihoods.R ├── fdcc-main.R ├── gogarch-classes.R ├── gogarch-distributions.R ├── gogarch-main.R ├── gogarch-methods.R ├── rdcc-classes.R ├── rdcc-likelihoods.R ├── rdcc-main.R ├── rdcc-mdistributions.R ├── rdcc-methods.R ├── rdcc-plots.R ├── rdcc-postestimation.R ├── rdcc-solver.R ├── rmgarch-classes.R ├── rmgarch-extrafun.R ├── rmgarch-functions.R ├── rmgarch-ica.R ├── rmgarch-mmean.R ├── rmgarch-scenario.R ├── rmgarch-series.R ├── rmgarch-tests.R ├── rmgarch-var.R └── zzz.R ├── data └── dji30retw.rda ├── inst ├── CITATION ├── doc │ ├── The_rmgarch_models.Rnw │ └── The_rmgarch_models.pdf └── rmgarch.tests │ ├── rmgarch.test1.R │ ├── rmgarch.test2.R │ ├── rmgarch.test3.R │ ├── rmgarch.test4.R │ ├── rmgarch.test5.R │ ├── rmgarch.test6.R │ └── runtests.R ├── man ├── DCCfilter-class.Rd ├── DCCfit-class.Rd ├── DCCforecast-class.Rd ├── DCCroll-class.Rd ├── DCCsim-class.Rd ├── DCCspec-class.Rd ├── DCCtest.Rd ├── cGARCHfilter-class.Rd ├── cGARCHfit-class.Rd ├── cGARCHsim-class.Rd ├── cGARCHspec-class.Rd ├── cgarchfilter-methods.Rd ├── cgarchfit-methods.Rd ├── cgarchsim-methods.Rd ├── cgarchspec-methods.Rd ├── cordist.Rd ├── dccfilter-methods.Rd ├── dccfit-methods.Rd ├── dccforecast-methods.Rd ├── dccroll-methods.Rd ├── dccsim-methods.Rd ├── dccspec-methods.Rd ├── dji30retw.Rd ├── fMoments-class.Rd ├── fScenario-class.Rd ├── fastica.Rd ├── fmoments-methods.Rd ├── fscenario-methods.Rd ├── goGARCHfft-class.Rd ├── goGARCHfilter-class.Rd ├── goGARCHfit-class.Rd ├── goGARCHforecast-class.Rd ├── goGARCHroll-class.Rd ├── goGARCHsim-class.Rd ├── goGARCHspec-class.Rd ├── gogarchfilter-methods.Rd ├── gogarchfit-methods.Rd ├── gogarchforecast-methods.Rd ├── gogarchroll-methods.Rd ├── gogarchsim-methods.Rd ├── gogarchspec-methods.Rd ├── goload-methods.Rd ├── last-methods.Rd ├── mGARCHfilter-class.Rd ├── mGARCHfit-class.Rd ├── mGARCHforecast-class.Rd ├── mGARCHroll-class.Rd ├── mGARCHsim-class.Rd ├── mGARCHspec-class.Rd ├── radical.Rd ├── rmgarch-package.Rd ├── varxfit.Rd └── wmargin.Rd ├── src ├── Makevars ├── Makevars.win ├── copulas.cpp ├── copulas.h ├── gogarch.cpp ├── gogarch.h ├── ica.cpp ├── ica.h ├── init.c ├── rdcc.cpp ├── rdcc.h ├── rmdist.cpp └── rmdist.h └── vignettes ├── The_rmgarch_models.Rnw ├── rmgarch1.tex └── rmgarchbib.bib /.Rinstignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cran/rmgarch/HEAD/.Rinstignore -------------------------------------------------------------------------------- /ChangeLog: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cran/rmgarch/HEAD/ChangeLog 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