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