mGARCHsim-class: Class: Multivariate GARCH Simulation Class

Description Objects from the Class Extends Methods Author(s)

Description

High Level multivariate GARCH simulation class.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class "GARCHsim", directly. Class "rGARCH", by class "GARCHsim", distance 2.

Methods

No methods defined with class "mGARCHsim" in the signature.

Author(s)

Alexios Ghalanos


rmgarch documentation built on May 31, 2017, 4:21 a.m.

Search within the rmgarch package
Search all R packages, documentation and source code