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| tvgarch-package | Time Varying GARCH Modelling |
| coef.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| coef.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| dccObj | Auxiliary functions |
| fitted.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| fitted.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| garchObj | Auxiliary functions |
| logLik.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| logLik.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| mtvgarch | Estimate a multivariate TV-GARCH-X model |
| mtvgarchSim | Simulate from a multivariate TV-GARCH-X model |
| nobs.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| nobs.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| predict.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| predict.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| print.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| print.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| quantile.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| quantile.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| residuals.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| residuals.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| toLatex.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| toLatex.tvgarch | Extraction functions for univarate 'tvgarch' objects |
| tv | Auxiliary functions |
| tvgarch | Estimate a TV-GARCH-X model |
| tvgarchSim | Simulate from a univariate TV-GARCH-X model |
| tvgarchTest | Test of a multiplicative time-varying GARCH model |
| tvObj | Auxiliary functions |
| vcov.mtvgarch | Extraction functions for multivariate 'mtvgarch' objects |
| vcov.tvgarch | Extraction functions for univarate 'tvgarch' objects |