show,uGARCHmultispec-method

uGARCHmultispec-class

Class for the univariate GARCH Multiple specification.

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

uGARCHmultispec-class function

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

Objects from the Class

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

uGARCHmultispec-class: class: Univariate GARCH Multiple Specification Class

Description

Arguments

Objects from the Class

Extends

See Also