Class "Goestnls": GO-GARCH models estimated by Non-linear Least-Squares
Class "Goestica": GO-GARCH models estimated by fast ICA
Class "Goestml": GO-GARCH models estimated by Maximum-Likelihood
Class "Goestmm": Go-GARCH models estimated by Methods of Moments
Class "Goinit": Initialisation of GO-GARCH models
Dow Jones Industrial Average and Nasdaq stock indices
Class "GoGARCH": Estimated GO-GARCH Models
Stock prices transportation sector, oil and kerosene prices
Sector indices of the EURO STOXX 600
Rotation matrix, 2-dimensional
Specification and estimation of GO-GARCH models
Constructor function for objects of class "Goinit"
Class "Orthom": Orthogonal matrices
Dow Jones Industrial Average and Nasdaq stock indices
Class "Gosum": Summary object of GO-GARCH model
Class "Gopredict": Prediction of GO-GARCH Models
Creates an object of class GoGARCH based on Euler angles
Creation of an orthogonal matrix
Non-linear least-squares estimation of matrix B
Returns a symmetric matrix from a vector
Log-Likelihood function of GO-GARCH models
Autocorrelations of a Matrix Process
Validation function for objects of class Goinit
Validation function for objects of class Orthom
Methods for Function goest
Matching of Orthogonal Matrices for Cayley transforms