cGARCHfilter-class

coef,cGARCHfilter-method

fitted,cGARCHfilter-method

likelihood,cGARCHfilter-method

rcor,cGARCHfilter-method

rcov,cGARCHfilter-method

rskew,cGARCHfilter-method

rshape,cGARCHfilter-method

residuals,cGARCHfilter-method

show,cGARCHfilter-method

sigma,cGARCHfilter-method

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

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

cGARCHfilter-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: Copula Filter Class

cGARCHfilter-class: class: Copula Filter Class

Description

Arguments

Extends

References