mGARCHspec-class

High Level multivariate GARCH specification class.

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

mGARCHspec-class function

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

Objects from the Class

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

Extends

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

mGARCHspec-class: Class: Multivariate GARCH Specification

Description

Arguments

Objects from the Class

Extends

Methods