├── .Rinstignore ├── ChangeLog ├── DESCRIPTION ├── MD5 ├── NAMESPACE ├── R ├── arfima-classes.R ├── arfima-main.R ├── arfima-methods.R ├── arfima-multi.R ├── rugarch-aparch.R ├── rugarch-armafor.R ├── rugarch-benchmarks.R ├── rugarch-bootstrap.R ├── rugarch-classes.R ├── rugarch-csgarch.R ├── rugarch-cv.R ├── rugarch-cwrappers.R ├── rugarch-distributions.R ├── rugarch-egarch.R ├── rugarch-fgarch.R ├── rugarch-figarch.R ├── rugarch-gjrgarch.R ├── rugarch-graphs.R ├── rugarch-helperfn.R ├── rugarch-igarch.R ├── rugarch-imports.R ├── rugarch-kappa.R ├── rugarch-lossfn.R ├── rugarch-mcsgarch.R ├── rugarch-methods.R ├── rugarch-multi.R ├── rugarch-numderiv.R ├── rugarch-plots.R ├── rugarch-realgarch.R ├── rugarch-rolling.R ├── rugarch-series.R ├── rugarch-sgarch.R ├── rugarch-solvers.R ├── rugarch-startpars.R ├── rugarch-tests.R ├── rugarch-uncertainty.R └── zzz.R ├── README.md ├── data ├── dji30ret.rda ├── dmbp.rda ├── sp500ret.rda └── spyreal.rda ├── inst ├── CITATION ├── COPYRIGHTS ├── doc │ ├── Introduction_to_the_rugarch_package.Rnw │ └── Introduction_to_the_rugarch_package.pdf └── rugarch.tests │ ├── rugarch.test1.R │ ├── rugarch.test10.R │ ├── rugarch.test11.R │ ├── rugarch.test12.R │ ├── rugarch.test13.R │ ├── rugarch.test14.R │ ├── rugarch.test2.R │ ├── rugarch.test3.R │ ├── rugarch.test4.R │ ├── rugarch.test5.R │ ├── rugarch.test6.R │ ├── rugarch.test7.R │ ├── rugarch.test8.R │ ├── rugarch.test9.R │ └── runtests.R ├── man ├── ARFIMA-class.Rd ├── ARFIMAdistribution-class.Rd ├── ARFIMAfilter-class.Rd ├── ARFIMAfit-class.Rd ├── ARFIMAforecast-class.Rd ├── ARFIMAmultifilter-class.Rd ├── ARFIMAmultifit-class.Rd ├── ARFIMAmultiforecast-class.Rd ├── ARFIMAmultispec-class.Rd ├── ARFIMApath-class.Rd ├── ARFIMAroll-class.Rd ├── ARFIMAsim-class.Rd ├── ARFIMAspec-class.Rd ├── BerkowitzTest.Rd ├── DACTest.Rd ├── DateTimeUtilities.Rd ├── ESTest.Rd ├── GARCHboot-class.Rd ├── GARCHdistribution-class.Rd ├── GARCHfilter-class.Rd ├── GARCHfit-class.Rd ├── GARCHforecast-class.Rd ├── GARCHpath-class.Rd ├── GARCHroll-class.Rd ├── GARCHsim-class.Rd ├── GARCHspec-class.Rd ├── GARCHtests-class.Rd ├── GMMTest.Rd ├── HLTest.Rd ├── VaRDurTest.Rd ├── VaRTest.Rd ├── VaRloss.Rd ├── VaRplot.Rd ├── arfimacv.Rd ├── arfimadistribution-methods.Rd ├── arfimafilter-methods.Rd ├── arfimafit-methods.Rd ├── arfimaforecast-methods.Rd ├── arfimapath-methods.Rd ├── arfimaroll-methods.Rd ├── arfimasim-methods.Rd ├── arfimaspec-methods.Rd ├── autoarfima.Rd ├── dji30ret.Rd ├── dmbp.Rd ├── extradistfun.Rd ├── ghyptransform.Rd ├── mcs.Rd ├── multifilter-methods.Rd ├── multifit-methods.Rd ├── multiforecast-methods.Rd ├── multispec-methods.Rd ├── rGARCH-class.Rd ├── rugarch-package.Rd ├── sp500ret.Rd ├── spyreal.Rd ├── uGARCHboot-class.Rd ├── uGARCHdistribution-class.Rd ├── uGARCHfilter-class.Rd ├── uGARCHfit-class.Rd ├── uGARCHforecast-class.Rd ├── uGARCHmultifilter-class.Rd ├── uGARCHmultifit-class.Rd ├── uGARCHmultiforecast-class.Rd ├── uGARCHmultispec-class.Rd ├── uGARCHpath-class.Rd ├── uGARCHroll-class.Rd ├── uGARCHsim-class.Rd ├── uGARCHspec-class.Rd ├── ugarchbench.Rd ├── ugarchboot-methods.Rd ├── ugarchdist.Rd ├── ugarchdistribution-methods.Rd ├── ugarchfilter-methods.Rd ├── ugarchfit-methods.Rd ├── ugarchforecast-methods.Rd ├── ugarchpath-methods.Rd ├── ugarchroll-methods.Rd ├── ugarchsim-methods.Rd └── ugarchspec-methods.Rd ├── src ├── distributions.c ├── distributions.h ├── filters.c ├── filters.h ├── fracdiff.c ├── fracdiff.h ├── garchmodels.c ├── garchsim.cpp ├── garchsim.h ├── gig.c ├── gig.h ├── nig.c ├── nig.h ├── rugarch.c └── rugarch.h └── vignettes ├── Introduction_to_the_rugarch_package.Rnw ├── boot_partial.png ├── dist1.png ├── dist11.png ├── dist2.png ├── dist3.png ├── fitplot.png ├── ghyp1.png ├── ghyp2.png ├── ghyp3.png ├── ghyp4.png ├── roll.png ├── rugarch.tex └── rugarchbib.bib /.Rinstignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cran/rugarch/HEAD/.Rinstignore 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