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