goGARCHspec-class

show,goGARCHspec-method

Class for the GO-GARCH specification.

classes

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

Alexios Ghalanos

rmgarch

Multivariate GARCH Models

Alexios Galanos

goGARCHspec-class function

The class is returned by calling the function <code>gogarchspec</code>.

Objects from the Class

<dl>
 <dt><code>model</code>:</dt>
<dd>Multivariate model specification.</dd> <dt><code>umodel</code>:</dt>
<dd>Univariate model specification.</dd> 
</dl>

Slots

Class <code>mGARCHspec</code>, directly.\
Class <code>GARCHspec</code> object from the rugarch package, by class <code>mGARCHspec</code>, distance 2.\
Class <code>rGARCH</code> object from the rugarch package, by class <code>mGARCHspec</code>, distance 3.

Extends

<dl>
<dt>show</dt>
<dd><code>signature(object = "goGARCHspec")</code>: Summary method.</dd>
</dl>

Methods

Author

class: GO-GARCH Specification Class — goGARCHspec-class

<dl>
 <dt><code>model</code>:</dt>
<dd>Multivariate model specification.</dd>

 <dt><code>umodel</code>:</dt>
<dd>Univariate model specification.</dd>

 
</dl>

<dl>
<dt>show</dt>
<dd><code>signature(object = "goGARCHspec")</code>: Summary method.</dd>


</dl>

goGARCHspec-class: class: GO-GARCH Specification Class

Description

Arguments

Objects from the Class

Slots

Extends

Methods

Author

References