cGARCHspec-class: class: Copula Specification Class
In rgarch: Flexible GARCH modelling in R

Description Slots Extends Methods Author(s) References

The class is returned by calling the function cgarchspec.

mspec:: Object of class "vector" The multivariate specification
uspec:: Object of class "uGARCHmultispec" The univariate GARCH multispec.

Class "mGARCHspec", directly. Class "GARCHspec", by class "mGARCHspec", distance 2. Class "rGARCH", by class "mGARCHspec", distance 3.

show: signature(object = "cGARCHspec"): summary

Alexios Ghalanos

Joe, H. Multivariate Models and Dependence Concepts, 1997, Chapman \& Hall, London.
Genest, C., Ghoudi, K. and Rivest, L. A semiparametric estimation procedure of dependence parameters in multivariate families of distributions, 1995, Biometrika, 82, 543-552.

rgarch documentation built on May 2, 2019, 5:22 p.m.