mGARCHspec-class: Class: Multivariate GARCH Specification

Description

High Level multivariate GARCH specification class.

Objects from the Class

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

Extends

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

Methods

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

Author(s)

Alexios Ghalanos


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

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