GARCHsim-class: class: GARCH Simulation Class

GARCHsim-classR Documentation

class: GARCH Simulation Class

Description

High Level GARCH simulation class to hold the univariate and multivariate 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 "GARCHsim" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHsim")

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