Class: Multivariate GARCH Specification

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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

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