DCCfilter-class

coef,DCCfilter-method

fitted,DCCfilter-method

sigma,DCCfilter-method

likelihood,DCCfilter-method

nisurface,DCCfilter-method

plot,DCCfilter,missing-method

rcor,DCCfilter-method

rcov,DCCfilter-method

residuals,DCCfilter-method

rshape,DCCfilter-method

rskew,DCCfilter-method

show,DCCfilter-method

The class is returned by calling the function <code><a href="/link/dccfilter?package=rmgarch&version=1.2-9" rd-options="" data-mini-rdoc="rmgarch::dccfilter">dccfilter</a></code>.

classes

Feasible multivariate GARCH models including DCC, GO-GARCH and Copula-GARCH.

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

DCCfilter-class function

Class <code>"<links4class>mGARCHfilter</links4class>"</code>, directly.
Class <code>"<links4class>GARCHfilter</links4class>"</code>, by class "mGARCHfilter", distance 2.
Class <code>"<links4class>rGARCH</links4class>"</code>, by class "mGARCHfilter", distance 3.

Extends

class: DCC Filter Class

DCCfilter-class: class: DCC Filter Class

Description

Arguments

Extends

References