├── .Rbuildignore ├── .covrignore ├── .github └── workflows │ ├── R-CMD-check.yml │ └── build.yml ├── .gitignore ├── .travis.yml ├── CODE_OF_CONDUCT.md ├── CONTRIBUTING.md ├── DESCRIPTION ├── NAMESPACE ├── NEWS.md ├── R ├── bmgarch-package.R ├── bmgarch.R ├── cmdstan_path.R ├── forecasting_gq.R ├── helper.R ├── lfocv.R ├── model_weights.R ├── panas.R ├── plot.R ├── print.R ├── simulate.R ├── stanmodels.R ├── stocks.R └── zzz.R ├── README.Rmd ├── README.md ├── bmgarch.Rproj ├── configure ├── configure.win ├── cran-comments.md ├── data ├── panas.rda └── stocks.rda ├── doc ├── auto │ └── paper.el ├── paper.bib └── paper.md ├── inst ├── REFERENCES.bib ├── auto │ └── REFERENCES.el ├── include │ └── stan_meta_header.hpp └── stan │ ├── BEKKMGARCH.stan │ ├── CCCMGARCH.stan │ ├── DCCMGARCH.stan │ ├── data │ ├── data.stan │ └── gq_data.stan │ ├── forecastBEKK.stan │ ├── forecastCCC.stan │ ├── forecastDCC.stan │ ├── functions │ ├── cov2cor.stan │ └── jacobian.stan │ ├── generated │ ├── forecast_log_lik.stan │ ├── forecast_sampling.stan │ └── retrodict_H.stan │ ├── include │ └── license.stan │ ├── model_components │ └── mu.stan │ ├── parameters │ ├── arma.stan │ └── predH.stan │ ├── pdBEKKMGARCH.stan │ └── transformed_data │ └── xh_marker.stan ├── man ├── as.data.frame.fitted.bmgarch.Rd ├── as.data.frame.forecast.bmgarch.Rd ├── bmgarch-package.Rd ├── bmgarch.Rd ├── bmgarch_list.Rd ├── dot-colQTs.Rd ├── dot-cp.Rd ├── dot-f_MA.Rd ├── dot-f_array_x_mat.Rd ├── dot-get_stan_summary.Rd ├── dot-get_target_stan_path.Rd ├── dot-newline.Rd ├── dot-pred_array_to_df.Rd ├── dot-print.config.Rd ├── dot-print.summary.bekk.Rd ├── dot-print.summary.beta.Rd ├── dot-print.summary.ccc.Rd ├── dot-print.summary.dcc.Rd ├── dot-print.summary.lp.Rd ├── dot-print.summary.means.Rd ├── dot-print.summary.nu.Rd ├── dot-qtile.Rd ├── dot-refit.Rd ├── dot-sep.Rd ├── dot-sim.bekk.Rd ├── dot-square.Rd ├── dot-tab.Rd ├── figures │ ├── README-fit3ForecastPlot-1.png │ ├── README-fit3ForecastPlot-2.png │ ├── README-fit3ForecastPlot-3.png │ ├── README-forecastPlot-1.png │ ├── README-forecastPlot-2.png │ ├── README-forecastPlot-3.png │ ├── README-stockForecastPlot-1.png │ ├── README-stockForecastPlot-2.png │ ├── README-stockForecastPlot-3.png │ ├── README-weightedForecastPlot-1.png │ ├── README-weightedForecastPlot-2.png │ ├── README-weightedForecastPlot-3.png │ └── README-weightedForecastPlot-4.png ├── fitted.bmgarch.Rd ├── forecast.bmgarch.Rd ├── loo.bmgarch.Rd ├── model_weights.Rd ├── panas.Rd ├── plot.bmgarch.Rd ├── plot.forecast.bmgarch.Rd ├── print.fitted.bmgarch.Rd ├── print.forecast.bmgarch.Rd ├── print.loo.bmgarch.Rd ├── print.model_weights.Rd ├── print.summary.bmgarch.Rd ├── standat.Rd ├── stocks.Rd ├── summary.bmgarch.Rd └── supported_models.Rd ├── src ├── Makevars ├── Makevars.win └── RcppExports.cpp └── tests ├── stocks.R ├── testthat.R └── testthat ├── test-meanstr.R ├── test-models.R └── testdata.R /.Rbuildignore: 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