mGARCHroll-class: Class: Multivariate GARCH Roll Class
In rgarch: Flexible GARCH modelling in R
Description
Objects from the Class
Extends
Methods
Author(s)
Description
High Level multivariate GARCH roll class.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class "GARCHroll", directly.
Class "rGARCH", by class "GARCHroll", distance 2.
Methods
No methods defined with class "mGARCHroll" in the signature.
Author(s)
Alexios Ghalanos
rgarch documentation built on May 2, 2019, 5:22 p.m.
R Package Documentation
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Description Objects from the Class Extends Methods Author(s)
Description
High Level multivariate GARCH roll class.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class "GARCHroll", directly.
Class "rGARCH", by class "GARCHroll", distance 2.
Methods
No methods defined with class "mGARCHroll" in the signature.
Author(s)
Alexios Ghalanos
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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