DCCforecast-class

fitted,DCCforecast-method

sigma,DCCforecast-method

rcor,DCCforecast-method

rcov,DCCforecast-method

rshape,DCCforecast-method

rskew,DCCforecast-method

show,DCCforecast-method

plot,DCCforecast,missing-method

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

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

DCCforecast-class function

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

Extends

class: DCC Forecast Class

DCCforecast-class: class: DCC Forecast Class

Description

Arguments

Extends

References