cGARCHfit-class: class: Copula Fit Class
Description
The class is returned by calling the function cgarchfit.Extends
Class "mGARCHfit", directly.
Class "GARCHfit", by class "mGARCHfit", distance 2.
Class "rGARCH", by class "mGARCHfit", distance 3.References
Joe, H. Multivariate Models and Dependence Concepts, 1997,
Chapman & Hall, London.
Genest, C., Ghoudi, K. and Rivest, L. A semiparametric estimation
procedure of dependence parameters in multivariate families of distributions,
1995, Biometrika, 82, 543-552.