R: Time-Varying Garch Models Through a State-Space Representation

# Time-Varying Garch Models Through a State-Space Representation

## Documentation for package ‘tvGarchKF’ version 0.0.1

- DESCRIPTION file

## Help Pages

indipsa | Selective Stock Price Index
tvGarchKalmanFit | Fit the time-varying (Tv) parameters of the GARCH model (tv-Garch) by using the Kalman Filter method. The tv-parameters are determined by deterministic functions of either linear or non-linear type.
tvGarchKalmanLoglike | Models tv-Garch Filter Kalman LogLikehood.
tvGarchKalmanPrint | Models tv-Garch Filter Kalman print outputs.
tvGarch_Sim | Generating Simulations using a tv-Garch Model
tvParameter | Structure of the Time-Varying GARCH(1,1) Parameters