GARCHpath-class: class: GARCH Path Simulation Class

GARCHpath-classR Documentation

class: GARCH Path Simulation Class

Description

High Level GARCH Path simulation class to hold the univariate and multivariate path simulation 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 "GARCHpath" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHpath")

rugarch documentation built on Sept. 20, 2023, 9:07 a.m.