DQtest                  A regression-based test to backtest VaR models
                        proposed by Engle and Manganelli (2004)
TL                      Method to backtest VaR violation using the
                        Traffic Light (TL) approach of Basel
garch.seg-class         An S4 method to detect the change-points in a
                        high-dimensional GARCH process.
gen_pc_coef-class       A method to generate piecewise constant
                        coefficients
kupiec                  Method to backtest VaR violation using the
                        Kupiec statistics
pc_Sigma                Method to simulate correlated variables with
                        change-points
pc_cccsim-class         A method to simulate nonstationary
                        high-dimensional CCC GARCH models.
segMGarch-package       Multiple Change-Point Detection for
                        High-Dimensional GARCH Processes
simMGarch-class         An S4 class for a nonstationary CCC model.
tvMGarch-class          An S4 class for a nonstationary multivariate
                        class model.
