GARCHroll-class: class: GARCH Roll Class

Description Objects from the Class Extends Methods Author(s) Examples

Description

High Level GARCH roll class to hold the univariate and multivariate roll 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 "GARCHroll" in the signature.

Author(s)

Alexios Ghalanos

Examples

1
showClass("GARCHroll")

rugarch documentation built on May 31, 2017, 1:53 a.m.

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