% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/moment.functions.R
\name{CCCgarch.MM}
\alias{CCCgarch.MM}
\title{compute comoments for use by lower level optimization functions when the conditional covariance matrix is a CCC GARCH model}
\usage{
CCCgarch.MM(R, momentargs = NULL, ...)
}
\arguments{
\item{R}{an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns}
\item{momentargs}{list containing arguments to be passed down to lower level functions, default NULL}
\item{\dots}{any other passthru parameters}
}
\description{
it first estimates the conditional GARCH variances, then filters out the
time-varying volatility and estimates the higher order comoments on the innovations
rescaled such that their unconditional covariance matrix is the conditional covariance matrix forecast
}
