GARCHroll-class {rugarch}R Documentation

class: GARCH Roll Class

Description

High Level GARCH roll class to hold the univariate and multivariate roll objects.

Objects from the Class

A virtual Class: No objects may be created from it.

Extends

Class "rGARCH", directly.

Methods

No methods defined with class "GARCHroll" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHroll")

[Package rugarch version 1.5-1 Index]