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| dcc.estimation | Estimating an (E)DCC-GARCH model |
| dcc.sim | Simulating an (E)DCC-GARCH(1,1) process |
| eccc.estimation | Estimating an (E)CCC-GARCH model |
| eccc.sim | Simulating an (E)CCC-GARCH(1,1) process |
| fourth | Fourth-order moment condition for the vector GARCH equation |
| hh.test | Carrying out the test of Hafner and Herwartz |
| jb.test | The Lomnicki-Jarque-Bera Test of normality (JB test) |
| ljung.box.test | The Ljung-Box Test statistic |
| nt.test | Carrying out the test of Nakatani and Ter\"asvirta |
| rob.kr | Computing standard and robustified excess kurtosis |
| rob.sk | Computing standard and robustified skewness |
| stationarity | The stationarity condition in Extended CC-GARCH models |
| stcc.sim | Simulating Data from an STCC-GARCH$(1,1)$ process |