cGARCHspec-class

show,cGARCHspec-method

setfixed<-,cGARCHspec,vector-method

setstart<-,cGARCHspec,vector-method

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

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

cGARCHspec-class function

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

cGARCHspec-class: class: Copula Specification Class

Description

Arguments

Extends

References