Class: Multivariate GARCH Simulation Class

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


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.