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