DCCfit-class

coef,DCCfit-method

fitted,DCCfit-method

sigma,DCCfit-method

infocriteria,DCCfit-method

likelihood,DCCfit-method

nisurface,DCCfit-method

plot,DCCfit,missing-method

rcor,DCCfit-method

rcov,DCCfit-method

residuals,DCCfit-method

rshape,DCCfit-method

rshape

rskew,DCCfit-method

rskew

show,DCCfit-method

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

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

DCCfit-class function

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

Extends

class: DCC Fit Class

DCCfit-class: class: DCC Fit Class

Description

Arguments

Extends

References