Goestmm-class: Class "Goestmm": Go-GARCH models estimated by Methods of Moments
Description
This class contains the GoGARCH class and has the weights
vector and the matched orthogonal matrices $U$ as additional
slots.
Arguments
encoding
latin1
Objects from the Class
Objects can be created by calls of the form new("Goestmm", ...),
or with the function gogarch whereby method = "mm" has
been set.
Extends
Class "GoGARCH", directly.
Class "Goinit", by class "GoGARCH", distance 2.
References
Boswijk, H. Peter and van der Weide, Roy (2009), Method of Moments
Estimation of GO-GARCH Models, Working Paper, University of
Amsterdam, Tinbergen Institute and World Bank.