R: Multivariate Conditional Volatility Modelling and Forecasting

# Multivariate Conditional Volatility Modelling and Forecasting

## Documentation for package ‘BEKKs’ version 1.4.7

- DESCRIPTION file.

## Help Pages

backtest | Backtesting via Value-at-Risk (VaR)
BEKKs | BEKKs: Volatility modelling
bekk_fit | Estimating multivariate BEKK-type volatility models
bekk_spec | BEKK specification method
GoldStocksBonds | Gold stock and Bond returns
logLik.bekkFit | bekkFit method
portmanteau.test | Performing a Portmanteau test checking for remaining correlation in the empirical co-variances of the estimated BEKK residuals.
predict | Forecasting conditional volatilities with BEKK models
predict.bekk | Forecasting conditional volatilities with BEKK models
predict.bekka | Forecasting conditional volatilities with BEKK models
predict.dbekk | Forecasting conditional volatilities with BEKK models
predict.dbekka | Forecasting conditional volatilities with BEKK models
predict.sbekk | Forecasting conditional volatilities with BEKK models
predict.sbekka | Forecasting conditional volatilities with BEKK models
print.bekkFit | bekkFit method
residuals.bekkFit | bekkFit method
simulate | Simulating BEKK models
simulate.bekk | Simulating BEKK models
simulate.bekka | Simulating BEKK models
simulate.dbekk | Simulating BEKK models
simulate.dbekka | Simulating BEKK models
simulate.sbekk | Simulating BEKK models
simulate.sbekka | Simulating BEKK models
StocksBonds | Daily stock and Bond returns
VaR | Calculating Value-at-Risk (VaR)
virf | Estimating multivariate volatility impulse response functions (VIRF) for BEKK models