uGARCHpath-class

as.data.frame,uGARCHpath-method

plot,uGARCHpath,missing-method

show,uGARCHpath-method

Class for the univariate GARCH Path simulation.

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

uGARCHpath-class function

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

Objects from the Class

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

uGARCHpath-class: class: Univariate GARCH Path Simulation Class

Description

Arguments

Objects from the Class

Extends

See Also