mGARCHfilter-class: Class: Multivariate GARCH Filter Class
In rmgarch: Multivariate GARCH Models
mGARCHfilter-class R Documentation
Class: Multivariate GARCH Filter Class
Description
High-level multivariate GARCH filter class.
Objects from the Class
A virtual class: no objects may be created from it.
Extends
Class GARCHfilter object from the rugarch package, directly.\
Class rGARCH object from the rugarch package, by class GARCHfilter, distance 2.
Methods
No methods defined with class "mGARCHfilter" in the signature.
Author(s)
Alexios Galanos
rmgarch documentation built on Sept. 1, 2025, 1:09 a.m.
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| mGARCHfilter-class | R Documentation |
Class: Multivariate GARCH Filter Class
Description
High-level multivariate GARCH filter class.
Objects from the Class
A virtual class: no objects may be created from it.
Extends
Class GARCHfilter object from the rugarch package, directly.\
Class rGARCH object from the rugarch package, by class GARCHfilter, distance 2.
Methods
No methods defined with class "mGARCHfilter" in the signature.
Author(s)
Alexios Galanos
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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