| mGARCHfilter-class {rmgarch} | R Documentation |
Class: Multivariate GARCH Filter Class
Description
High Level multivariate GARCH filter class.
Objects from the Class
A virtual Class: No objects may be created from it.
Extends
Class "GARCHfilter", directly.
Class "rGARCH", by class "GARCHfilter", distance 2.
Methods
No methods defined with class "mGARCHfilter" in the signature.
Author(s)
Alexios Galanos
[Package rmgarch version 1.3-9 Index]