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]