单变量时间序列模型。
- Auto Arima models
- Exponential Time Series
- Univariate Garch models
- Exponential Weighted Moving Average
- Monte Carlo Markov Chain
- Bayesian Time Series
- Midas
- sGARCH
- fGARCH.GARCH
- fGARCH.TGARCH
- fGARCH.NGARCH
- fGARCH.NAGARCH
- fGARCH.GJRGARCH
- gjrGARCH
- iGARCH
- csGARCH
- symmetric DCC
- asymmetric DCC
- Flexible DCC
- GO-GARCH
- Copula-GARCH