# Multivariate Conditional Volatility Modelling and Forecasting

## Documentation for package ‘BEKKs’ version 1.1.0

- DESCRIPTION file.

## Help Pages

AIC.bekkFit | bekkFit method
BEKKs | BEKKs: Volatility modelling
bekk_fit | Estimating multivariate BEKK-type volatility models
bekk_forecast | Forecasting conditional volatilities with BEKK models
bekk_sim | Simulating BEKK models
bekk_spec | BEKK specification method
BIC.bekkFit | bekkFit method
GoldStocksBonds | Gold stock and Bond returns
logLik.bekkFit | bekkFit method
print.bekkFit | bekkFit method
residuals.bekkFit | bekkFit method
StocksBonds | Daily stock and Bond returns
VaR | Calculating Value-at-Risk (VaR)