goGARCHsim-class

convolution,goGARCHsim-method

gportmoments,goGARCHsim-method

rcor,goGARCHsim-method

rcoskew,goGARCHsim-method

rcokurt,goGARCHsim-method

rcov,goGARCHsim-method

as.matrix,goGARCHsim-method

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

goGARCHsim-class function

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

Objects from the Class

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

Extends

class: GO-GARCH Simultion Class

goGARCHsim-class: class: GO-GARCH Simultion Class

Description

Arguments

Objects from the Class

Extends