uGARCHroll-class

as.data.frame,uGARCHroll-method

plot,uGARCHroll,missing-method

report,uGARCHroll-method

show,uGARCHroll-method

report,ANY-method

report

resume,ANY-method

resume

resume,uGARCHroll-method

fpm,uGARCHroll-method

coef,uGARCHroll-method

Class for the univariate GARCH rolling forecast.

classes

ARFIMA, in-mean, external regressors and various GARCH
        flavours, with methods for fit, forecast, simulation, inference
        and plotting.

Alexios Ghalanos

rugarch

Univariate GARCH models

uGARCHroll-class function

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

Extends

class: Univariate GARCH Rolling Forecast Class

uGARCHroll-class: class: Univariate GARCH Rolling Forecast Class

Description

Arguments

Extends