R: DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models

# DCC Models with GARCH and GARCH-MIDAS Specifications in the Univariate Step, RiskMetrics, Moving Covariance and Scalar and Diagonal BEKK Models

## Documentation for package ‘dccmidas’ version 0.1.2

- DESCRIPTION file.
- Package NEWS.

## Help Pages

bekk_fit | BEKK fit
cov_eval | Var-cov matrix evaluation
dcc_fit | DCC fit (first and second steps)
Det | Matrix determinant
ftse100 | FTSE 100 data
indpro | Monthly U.S. Industrial Production
Inv | Inverse of a matrix
moving_cov | Moving Covariance model
nasdaq | NASDAQ data
plot_dccmidas | Plot method for 'dccmidas' class
riskmetrics_mat | RiskMetrics model
sp500 | S&P 500 data