print.qgarch

Fits quadratic generalized autoregressive conditional
heteroskedasticity-in-mean (QGARCH-M) models motivated by Campbell and
Hentschel (1992). The package supports models with lambda fixed at zero,
lambda restricted to a function of the remaining parameters, lambda
estimated freely, and a threshold extension with state-dependent lambda.
It also provides tools for starting values, estimation, forecasting,
likelihood-ratio testing, moment diagnostics, and replication with the
included monthly U.S. stock market dataset.

Sanghyun Hong

qgarch

Quadratic GARCH-in-Mean Models for Volatility Feedback

Jedrzej Bialkowski

Moritz Wagner

print.qgarch function

<dl><dt>x</dt>
<dd>A fitted <code>qgarch</code> object.</dd>
<dt>digits</dt>
<dd>Number of digits to print.</dd>
<dt>...</dt>
<dd>Unused.</dd></dl>

Arguments

Print a qgarch model — print.qgarch

<dl>

<dt>x</dt>
<dd>A fitted <code>qgarch</code> object.</dd>


<dt>digits</dt>
<dd>Number of digits to print.</dd>


<dt>...</dt>
<dd>Unused.</dd>

</dl>

print.qgarch: Print a qgarch model

Description

Usage

Value

Arguments