GARCHroll-class: class: GARCH Roll Class

GARCHroll-classR Documentation

class: GARCH Roll Class

Description

High Level GARCH roll class to hold the univariate and multivariate roll 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 "GARCHroll" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHroll")

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