add multi-step predictions for returns and VaR. closes #84
Files | Coverage |
---|---|
src/ARCHModels.jl | 100.00% |
src/DCC.jl | 100.00% |
src/EGARCH.jl | 100.00% |
src/TGARCH.jl | 100.00% |
src/general.jl | 86.11% |
src/meanspecs.jl | 100.00% |
src/multivariatearchmodel.jl | 100.00% |
src/multivariatestandardizeddistributions.jl | 100.00% |
src/tests.jl | 100.00% |
src/univariatearchmodel.jl | 100.00% |
src/univariatestandardizeddistributions.jl | 100.00% |
src/utils.jl | 100.00% |
Project Totals (12 files) | 99.55% |