mGARCHfilter-class: Class: Multivariate GARCH Filter Class
In rmgarch: Multivariate GARCH Models
Description
Objects from the Class
Extends
Methods
Author(s)
Description
High Level multivariate GARCH filter class.
Objects from the Class
A virtual Class: No objects may be created from
it.
Extends
Class "GARCHfilter", directly.
Class "rGARCH", by class "GARCHfilter", distance 2.
Methods
No methods defined with class "mGARCHfilter" in the signature.
Author(s)
Alexios Galanos
rmgarch documentation built on Feb. 5, 2022, 1:07 a.m.
R Package Documentation
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Description Objects from the Class Extends Methods Author(s)
Description
High Level multivariate GARCH filter class.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class "GARCHfilter", directly.
Class "rGARCH", 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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