GARCHsim-class: class: GARCH Simulation Class

Description Objects from the Class Extends Methods Author(s) Examples

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

1
showClass("GARCHsim")

rugarch documentation built on Oct. 9, 2017, 1:09 a.m.