CreateSpec              Model specification.
DIC                     Deviance Information Criterion (DIC).
ExtractStateFit         Single-regime model extractor.
FitMCMC                 MCMC/Bayesian estimation.
FitML                   Maximum Likelihood estimation.
MSGARCH-package         The R package MSGARCH
PIT                     Probability integral transform.
PredPdf                 Predictive density.
Risk                    Value-at-Risk and Expected-shortfall.
SMI                     Swiss market index dataset
State                   State probabilities.
TransMat                Transition matrix.
UncVol                  Unconditional volatility.
Volatility              Volatility filtering.
dem2gbp                 DEM/GBP exchange rate log-returns
predict.MSGARCH_SPEC    predict method.
simulate.MSGARCH_SPEC   Simulation of MSGARCH processes.
