GARCHfilter-class: class: GARCH Filter Class
In rugarch: Univariate GARCH Models
GARCHfilter-class R Documentation
class: GARCH Filter Class
Description
High Level GARCH filter class to hold the univariate and multivariate filter
objects.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class "rGARCH", directly.
Methods
No methods defined with class "GARCHfilter" in the signature.
Author(s)
Alexios Ghalanos
Examples
showClass("GARCHfilter")
rugarch documentation built on Sept. 20, 2023, 9:07 a.m.
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| GARCHfilter-class | R Documentation |
class: GARCH Filter Class
Description
High Level GARCH filter class to hold the univariate and multivariate filter objects.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class "rGARCH", directly.
Methods
No methods defined with class "GARCHfilter" in the signature.
Author(s)
Alexios Ghalanos
Examples
showClass("GARCHfilter")
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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