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

Alexios Galanos

mGARCHfilter-class function

A virtual class: no objects may be created from it.

Objects from the Class

Class <code>GARCHfilter</code> object from the rugarch package, directly.\
Class <code>rGARCH</code> object from the rugarch package, by class <code>GARCHfilter</code>, 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

Author