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]