GARCHfilter-class: class: GARCH Filter Class

In rugarch: Univariate GARCH models

Description

High Level GARCH filter class to hold the univariate and multivariate filter objects.

Objects from the Class

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

Extends

Class "rGARCH", directly.

Methods

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

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHfilter")

Example output

Loading required package: parallel

Attaching package: 'rugarch'

The following object is masked from 'package:stats':

    sigma

Virtual Class "GARCHfilter" [package "rugarch"]

No Slots, prototype of class "S4"

Extends: "rGARCH"

Known Subclasses: "uGARCHfilter"

rugarch documentation built on May 2, 2019, 4:43 p.m.