R: Model Confidence Set Procedure

# Model Confidence Set Procedure

## Documentation for package ‘MCS’ version 0.1.3

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

MCS-package | Model Confidence Set procedure
Loss | Matrix of Value at Risk losses coming from 10 ARCH-type models
LossLevel | Loss Function for level forecasts
LossVaR | Loss Function for VaR forecasts
LossVol | Loss Function for volatility forecasts
MCS | Model Confidence Set procedure
MCSprocedure | MCSprocedure
show-method | SSM-methods
SSM-class | SSM-class
STOXXIndexesRet | STOXX indexes logarithmic returns from 1992-01-02 to 2014-07-24