goGARCHroll-class

fitted,goGARCHroll-method

sigma,goGARCHroll-method

rcor,goGARCHroll-method

rcov,goGARCHroll-method

rcoskew,goGARCHroll-method

rcokurt,goGARCHroll-method

convolution,goGARCHroll-method

gportmoments,goGARCHroll-method

coef,goGARCHroll-method

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

goGARCHroll-class function

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

Objects from the Class

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: GO-GARCH Roll Class

goGARCHroll-class: class: GO-GARCH Roll Class

Description

Arguments

Objects from the Class

Extends