mGARCHsim-class: Class: Multivariate GARCH Simulation Class
In rmgarch: Multivariate GARCH Models
mGARCHsim-class R Documentation
Class: Multivariate GARCH Simulation Class
Description
High-level multivariate GARCH simulation class.
Objects from the Class
A virtual class: no objects may be created from it.
Extends
Class GARCHsim object from the rugarch package, directly.\
Class rGARCH object from the rugarch package, by class GARCHsim, distance 2.
Methods
No methods defined with class "mGARCHsim" in the signature.
Author(s)
Alexios Galanos
rmgarch documentation built on Sept. 1, 2025, 1:09 a.m.
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.
| mGARCHsim-class | R Documentation |
Class: Multivariate GARCH Simulation Class
Description
High-level multivariate GARCH simulation class.
Objects from the Class
A virtual class: no objects may be created from it.
Extends
Class GARCHsim object from the rugarch package, directly.\
Class rGARCH object from the rugarch package, by class GARCHsim, distance 2.
Methods
No methods defined with class "mGARCHsim" 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.