df_financial            Stock returns and financial conditions.
df_mfgarch              Mixed-frequency data set.
fit_mfgarch             This function estimates a multiplicative
                        mixed-frequency GARCH model. For the sake of
                        numerical stability, it is best to multiply log
                        returns by 100.
plot_weighting_scheme   This function plots the weighting scheme of an
                        estimated GARCH-MIDAS model
simulate_mfgarch        This function simulates a GARCH-MIDAS model.
                        Innovations can follow a standard normal or
                        student-t distribution.
simulate_mfgarch_diffusion
                        This function simulates a GARCH-MIDAS model
                        where the short-term GARCH component is
                        replaced by its diffusion limit, see Andersen
                        (1998)
simulate_mfgarch_rv_dependent
                        Simulate a GARCH-MIDAS similar to Wang/Ghysels
                        with lagged RVol as covariate
