mGARCHsim-class: Class: Multivariate GARCH Simulation Class

Description Objects from the Class Extends Methods Author(s)


High Level multivariate GARCH simulation class.

Objects from the Class

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


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


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


Alexios Ghalanos

rmgarch documentation built on May 21, 2017, 3:30 a.m.

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