uGARCHmultifilter-class

coef,uGARCHmultifilter-method

fitted,uGARCHmultifilter-method

likelihood,uGARCHmultifilter-method

residuals,uGARCHmultifilter-method

sigma,uGARCHmultifilter-method

show,uGARCHmultifilter-method

Class for the univariate GARCH Multiple filter.

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

uGARCHmultifilter-class function

Class <code>"<links4class>GARCHfilter</links4class>"</code>, directly.
Class <code>"<links4class>rGARCH</links4class>"</code>, by class "GARCHfilter", distance 3.

Extends

class: Univariate GARCH Multiple Filter Class

uGARCHmultifilter-class: class: Univariate GARCH Multiple Filter Class

Description

Arguments

Extends

See Also