mGARCHfilter-class

High Level multivariate GARCH filter class.

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

mGARCHfilter-class function

A virtual Class: No objects may be created from 
it.

Objects from the Class

Class <code>"<links4class>GARCHfilter</links4class>"</code>, directly.
Class <code>"<links4class>rGARCH</links4class>"</code>, by class "GARCHfilter", distance 2.

Extends

No methods defined with class "mGARCHfilter" in the signature.

mGARCHfilter-class: Class: Multivariate GARCH Filter Class

Description

Arguments

Objects from the Class

Extends

Methods