ARFIMA-class            class: High Level ARFIMA class
ARFIMAdistribution-class
                        class: ARFIMA Parameter Distribution Class
ARFIMAfilter-class      class: ARFIMA Filter Class
ARFIMAfit-class         class: ARFIMA Fit Class
ARFIMAforecast-class    class: ARFIMA Forecast Class
ARFIMAmultifilter-class
                        class: ARFIMA Multiple Filter Class
ARFIMAmultifit-class    class: ARFIMA Multiple Fit Class
ARFIMAmultiforecast-class
                        class: ARFIMA Multiple Forecast Class
ARFIMAmultispec-class   class: ARFIMA Multiple Specification Class
ARFIMApath-class        class: ARFIMA Path Simulation Class
ARFIMAroll-class        class: ARFIMA Rolling Forecast Class
ARFIMAsim-class         class: ARFIMA Simulation Class
ARFIMAspec-class        class: ARFIMA Specification Class
BerkowitzTest           Berkowitz Density Forecast Likelihood Ratio
                        Test
DACTest                 Directional Accuracy Test
ESTest                  Expected Shortfall Test.
GARCHboot-class         class: GARCH Bootstrap Class
GARCHdistribution-class
                        class: GARCH Parameter Distribution Class
GARCHfilter-class       class: GARCH Filter Class
GARCHfit-class          class: GARCH Fit Class
GARCHforecast-class     class: GARCH Forecast Class
GARCHpath-class         class: GARCH Path Simulation Class
GARCHroll-class         class: GARCH Roll Class
GARCHsim-class          class: GARCH Simulation Class
GARCHspec-class         class: GARCH Spec Class
GARCHtests-class        class: GARCH Tests Class
GMMTest                 The GMM Orthogonality Test of Hansen
HLTest                  The Non-Parametric Density Test of Hong and Li
VaRDurTest              VaR Duration Test
VaRTest                 Value at Risk Exceedances Test
VaRloss                 Value at Risk loss function of Gonzalez-Rivera,
                        Lee, and Mishra (2004)
VaRplot                 Value at Risk Exceedances plot
arfimacv                ARFIMAX time series cross validation
arfimadistribution-methods
                        function: ARFIMA Parameter Distribution via
                        Simulation
arfimafilter-methods    function: ARFIMA Filtering
arfimafit-methods       function: ARFIMA Fit
arfimaforecast-methods
                        function: ARFIMA Forecasting
arfimapath-methods      function: ARFIMA Path Simulation
arfimaroll-methods      function: ARFIMA Rolling Density Forecast and
                        Backtesting
arfimasim-methods       function: ARFIMA Simulation
arfimaspec-methods      function: ARFIMA Specification
autoarfima              Automatic Model Selection for ARFIMA models
dji30ret                data: Dow Jones 30 Constituents Closing Value
                        Log Return
dmbp                    data: Deutschemark/British pound Exchange Rate
ghyptransform           Distribution: Generalized Hyperbolic
                        Transformation and Scaling
mcsTest                 Model Confidence Set Test
move                    A small set of utilities to work with some time
                        and date classes.
multifilter-methods     function: Univariate GARCH and ARFIMA Multiple
                        Filtering
multifit-methods        function: Univariate GARCH and ARFIMA Multiple
                        Fitting
multiforecast-methods   function: Univariate GARCH and ARFIMA Multiple
                        Forecasting
multispec-methods       function: Univariate multiple GARCH
                        Specification
qnig                    Functions exported for use in rmgarch
rGARCH-class            class: rGARCH Class
rgarchdist              Distribution: rugarch distribution functions
rugarch-package         The rugarch package
sp500ret                data: Standard and Poors 500 Closing Value Log
                        Return
spyreal                 data: SPDR Standard and Poors 500 Open-Close
                        Daily Return and Realized Kernel Volatility
uGARCHboot-class        class: Univariate GARCH Bootstrap Class
uGARCHdistribution-class
                        class: Univariate GARCH Parameter Distribution
                        Class
uGARCHfilter-class      class: Univariate GARCH Filter Class
uGARCHfit-class         class: Univariate GARCH Fit Class
uGARCHforecast-class    class: Univariate GARCH Forecast Class
uGARCHmultifilter-class
                        class: Univariate GARCH Multiple Filter Class
uGARCHmultifit-class    class: Univariate GARCH Multiple Fit Class
uGARCHmultiforecast-class
                        class: Univariate GARCH Multiple Forecast Class
uGARCHmultispec-class   class: Univariate GARCH Multiple Specification
                        Class
uGARCHpath-class        class: Univariate GARCH Path Simulation Class
uGARCHroll-class        class: Univariate GARCH Rolling Forecast Class
uGARCHsim-class         class: Univariate GARCH Simulation Class
uGARCHspec-class        class: Univariate GARCH Specification Class
ugarchbench             Benchmark: The Benchmark Test Suite
ugarchboot-methods      function: Univariate GARCH Forecast via
                        Bootstrap
ugarchdistribution-methods
                        function: Univariate GARCH Parameter
                        Distribution via Simulation
ugarchfilter-methods    function: Univariate GARCH Filtering
ugarchfit-methods       function: Univariate GARCH Fitting
ugarchforecast-methods
                        function: Univariate GARCH Forecasting
ugarchpath-methods      function: Univariate GARCH Path Simulation
ugarchroll-methods      function: Univariate GARCH Rolling Density
                        Forecast and Backtesting
ugarchsim-methods       function: Univariate GARCH Simulation
ugarchspec-methods      function: Univariate GARCH Specification
