Asymm                   Asymmetric loss function
Frobenius               Frobenius distance
LE                      Euclidean distance
Leig                    Eigenvalue loss function
Lelw                    Loss function defined in Eq. (4.6) of Engle et
                        al. (2016)
MAE                     Mean Absolute Error
MSE                     Mean Square Error
StatPerMeas             Statistical performance measures to evaluate
                        conditional covariance matrix estimates.
Stein                   Stein loss function.
dM1                     Distance measure defined in Eq. (3.1) of Li et
                        al. (2016)
dMA                     Discrepancy measure defined in Eq. (4.2) of Li
                        et al. (2016)
