SP500                   Daily Log-Returns of the S&P 500
UKinflation             Monthly Inflation Rate of the UK
VaR_calc                VaR and ES Computation for Standardized
                        Distributions
accessor_methods        Methods for Accessing Model Estimation and
                        Forecasting Output Elements
aparch                  APARCH Model Fitting
aparch_sim              Simulate From APARCH Models
autoplot,fEGarch_fit-method
                        Plot Method for Fitting Step Results in the
                        Style of ggplot2
autoplot,fEGarch_risk-method
                        Plotting of Risk Measure Results ('ggplot2')
close_to_lreturn        Log-Return Calculation From Closing Prices
distr_est               MLE for Distribution Fitting
egarch_type_spec        Subspecification of EGARCH Family Models
fEGarch                 Fitting Function for Models of the Broader
                        EGARCH Family
fEGarch-package         Estimation of a Broad Family of EGARCH Models
fEGarch_sim             Simulate From Models of the Broader EGARCH
                        Family
fEGarch_spec            General EGARCH Family Model Specification
fiaparch                FIAPARCH Model Fitting
fiaparch_sim            Simulate From FIAPARCH Models
figarch                 FIGARCH Model Fitting
figarch_sim             Simulate From FIGARCH Models
figjrgarch              FIGJR-GARCH Model Fitting
figjrgarch_sim          Simulate From FIGJR-GARCH Models
find_dist               Optimal Distribution Fitting to IID Data
fit_test_suite,fEGarch_fit-method
                        Post-Estimation Fit-Tests
fitgarch                FITGARCH Model Fitting
fitgarch_sim            Simulate From FITGARCH Models
fitted,fEGarch_fit-method
                        Extract Fitted Conditional Means
fitted_object_generics
                        Generics for Accessing Model Estimation Output
                        Elements
garch                   GARCH Model Fitting
garch_sim               Simulate From GARCH Models
garchm_estim            General GARCH-Type Model Estimation
gjrgarch                GJR-GARCH Model Fitting
gjrgarch_sim            Simulate From GJR-GARCH Models
goodn_of_fit_test,fEGarch_fit-method
                        Adjusted Pearson Goodness-of-Fit Test for
                        Standardized Model Residuals
inf_criteria,fEGarch_distr_est-method
                        Methods for Accessing Distribution Estimation
                        Elements
ljung_box_test          Goodness-of-Fit Test Generics
ljung_box_test,fEGarch_fit-method
                        Weighted Ljung-Box Test for Autocorrelation
locpol_spec             Specification of Nonparametric Local Polynomial
                        Models
locpol_spec_methods     Accessors for Class '"locpol_spec"'
loss_functions          Generic for Loss Function Calculation
loss_functions,fEGarch_risk-method
                        Loss Function Calculation
mean_spec               Specification of Conditional Mean Models
mean_spec_methods       Accessors for Class '"mean_spec"'
measure_risk            VaR and ES Computation Following Fitted Models
                        or Forecasts
plot                    S4 Plot Generic
plot,fEGarch_fit,ANY-method
                        Plot Method for Showing Fitting Step Results
plot,fEGarch_risk,ANY-method
                        Plotting of Risk Measure Results (Base R)
poly_order              Generics for Nonparametric Smoothing Setting
                        Adjustments
predict,fEGarch_fit-method
                        Multistep and Rolling Point Forecasts
predict_roll            Generics for Forecasts
residuals,fEGarch_fit-method
                        Extract Standardized Residuals
rugarch_wrappers        Wrapper Functions for Selected 'rugarch' GARCH
                        Models
show,fEGarch_fit_egarch-method
                        Show Method for Estimation Output
sigma,fEGarch_fit-method
                        Extract Fitted Conditional Standard Deviations
sign_bias_test,fEGarch_fit-method
                        Sign Bias Test
sim_functions           Sampling Functions for Innovations
spec_generics           Generics for Model Specification Accessors
spec_methods            Accessors for Classes '"base_garch_spec"' and
                        '"egarch_spec"'
submodel-specs          EGARCH Family Submodel Specification
tgarch                  TGARCH Model Fitting
tgarch_sim              Simulate From TGARCH Models
trafflight_test         Generics for backtests
trafflight_test,fEGarch_risk-method
                        Backtesting VaR and ES
