powered by
Generic function for calculating cross-correlation
ccfs(x, ...)
An array of cross-correlations for mcgf objects, or that plus a list of regime-switching cross-correlations for mcgf_rs objects.
mcgf
mcgf_rs
An R object.
Additional parameters or attributes.
Refer to ccfs.mcgf() and ccfs.mcgf_rs() for more details.
ccfs.mcgf()
ccfs.mcgf_rs()