mGARCHspec-class: Class: Multivariate GARCH Specification

Description Objects from the Class Extends Methods Author(s)


High Level multivariate GARCH specification class.

Objects from the Class

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


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


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


Alexios Ghalanos

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