uGARCHmultifit-class

residuals,uGARCHmultifit-method

fitted,uGARCHmultifit-method

coef,uGARCHmultifit-method

show,uGARCHmultifit-method

sigma,uGARCHmultifit-method

likelihood,uGARCHmultifit-method

Class for the univariate GARCH Multiple fit.

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

uGARCHmultifit-class function

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

Objects from the Class

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

uGARCHmultifit-class: class: Univariate GARCH Multiple Fit Class

Description

Arguments

Objects from the Class

Extends

See Also