plot.MDSVfilter: Plot MDSV Filtering

In Abdoulhaki/MDSV: Multifractal Discrete Stochastic Volatility

Plot MDSV Filtering

Description

Plot methods for the class MDSVfilter as returned by the function MDSVfilter.

Usage

## S3 method for class 'MDSVfilter'
plot(x, ...)

## S3 method for class 'plot.MDSVfilter'
print(x, ...)

Arguments

x	An object of class MDSVfilter, output of the function MDSVfilter or class plot.MDSVfilter of the function plot.MDSVfilter.
...	Further arguments passed to or from other methods.

Value

A list consisting of:

• V_t : smoothed volatilities taking leverage effect into accound when existing.

• data : data use for the filtering.

• dates : vector or names of data designing the dates.

• ModelType : type of model to be filtered.

• ... : further arguments passed to the function.

Abdoulhaki/MDSV documentation built on July 6, 2024, 4:03 p.m.