GARCHsim-class {rugarch}R Documentation

class: GARCH Simulation Class

Description

High Level GARCH simulation class to hold the univariate and multivariate simulation 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 "GARCHsim" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHsim")

[Package rugarch version 1.5-1 Index]