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