DCCroll-class

coef,DCCroll-method

fitted,DCCroll-method

likelihood,DCCroll-method

plot,DCCroll,missing-method

rcor,DCCroll-method

rcov,DCCroll-method

rshape,DCCroll-method

rskew,DCCroll-method

show,DCCroll-method

sigma,DCCroll-method

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

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

DCCroll-class function

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

Extends

class: DCC Roll Class

DCCroll-class: class: DCC Roll Class

Description

Arguments

Extends

References