DCCspec-class: class: DCC Specification Class
In rgarch: Flexible GARCH modelling in R
Description
Slots
Extends
Methods
Author(s)
References
Description
The class is returned by calling the function dccspec.
Slots
mspec:Multivariate specification.
uspec:Univariate GARCH specification object of class uGARCHmultispec
Extends
Class "mGARCHspec", directly.
Class "GARCHspec", by class "mGARCHspec", distance 2.
Class "rGARCH", by class "mGARCHspec", distance 3.
Methods
- show
signature(object = "DCCspec"): summary.
Author(s)
Alexios Ghalanos
References
Engle, R.F. and Sheppard, K. Theoretical and empirical properties of dynamic conditional
correlation multivariate GARCH, 2001, NBER Working Paper.
rgarch documentation built on May 2, 2019, 5:22 p.m.
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Description Slots Extends Methods Author(s) References
Description
The class is returned by calling the function dccspec.
Slots
mspec:Multivariate specification.
uspec:Univariate GARCH specification object of class
uGARCHmultispec
Extends
Class "mGARCHspec", directly.
Class "GARCHspec", by class "mGARCHspec", distance 2.
Class "rGARCH", by class "mGARCHspec", distance 3.
Methods
- show
signature(object = "DCCspec"): summary.
Author(s)
Alexios Ghalanos
References
Engle, R.F. and Sheppard, K. Theoretical and empirical properties of dynamic conditional
correlation multivariate GARCH, 2001, NBER Working Paper.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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