| indipsa |
Selective Stock Price Index |
| tvGarchKalmanFit |
Fit the time-varying (Tv) parameters of the GARCH model (tv-Garch) by using the Kalman Filter method. The tv-parameters are determined by deterministic functions of either linear or non-linear type. |
| tvGarchKalmanLoglike |
Models tv-Garch Filter Kalman LogLikehood. |
| tvGarchKalmanPrint |
Models tv-Garch Filter Kalman print outputs. |
| tvGarch_Sim |
Generating Simulations using a tv-Garch Model |
| tvParameter |
Structure of the Time-Varying GARCH(1,1) Parameters |
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)