Index

B

BEKK (class in bekk.bekk_estimation) bekk.bekk_estimation (module) bekk.bekk_results (module) bekk.generate_data (module)

bekk.param_generic (module) bekk.param_spatial (module) bekk.param_standard (module) BEKKResults (class in bekk.bekk_results)

C

collect_losses() (bekk.bekk_estimation.BEKK static method)

constraint() (bekk.param_generic.ParamGeneric method)

D

download_data() (in module bekk.generate_data)

E

estimate() (bekk.bekk_estimation.BEKK method)

F

find_ccmat() (bekk.param_generic.ParamGeneric static method) find_cmat() (bekk.param_generic.ParamGeneric static method) find_stationary_var() (bekk.param_generic.ParamGeneric static method) fixed_point() (bekk.param_generic.ParamGeneric static method)

from_abc() (bekk.param_generic.ParamGeneric class method) from_target() (bekk.param_generic.ParamGeneric class method) from_theta() (bekk.param_spatial.ParamSpatial class method) (bekk.param_standard.ParamStandard class method)

G

get_theta() (bekk.param_spatial.ParamSpatial method) (bekk.param_standard.ParamStandard method)

get_uvar() (bekk.param_generic.ParamGeneric method) get_weight() (bekk.param_spatial.ParamSpatial static method)

L

loss_var_ratio() (bekk.bekk_results.BEKKResults method)

P

ParamGeneric (class in bekk.param_generic) ParamSpatial (class in bekk.param_spatial) ParamStandard (class in bekk.param_standard)

penalty() (bekk.param_generic.ParamGeneric method) portf_evar() (bekk.bekk_results.BEKKResults method) portf_mvar() (bekk.bekk_results.BEKKResults method) portf_rvar() (bekk.bekk_results.BEKKResults method)

S

simulate_bekk() (in module bekk.generate_data)

U

uvar_bad() (bekk.param_generic.ParamGeneric method)

W

weights() (bekk.bekk_results.BEKKResults method)

weights_equal() (bekk.bekk_results.BEKKResults method) weights_minvar() (bekk.bekk_results.BEKKResults method)