goest-methods

goest

These are methods for estimating GO-GARCH models. Currently only a
 method for estimating GO-GARCH models by Maximum-Likelihood is implemented.

methods

Provision of classes and methods for estimating generalized
orthogonal GARCH models. This is an alternative approach to CC-GARCH models
in the context of multivariate volatility modeling.

Bernhard Pfaff

gogarch

Generalized Orthogonal GARCH (GO-GARCH) Models

goest-methods function

<dl class="dl-horizontal">
 <dt>goest</dt><dd><code>signature(object = "Goestica")</code></dd>
 <dt>goest</dt><dd><code>signature(object = "Goestmm")</code></dd>
 <dt>goest</dt><dd><code>signature(object = "Goestml")</code></dd>
 <dt>goest</dt><dd><code>signature(object = "Goestnls")</code></dd>
 </dl>

Methods

Methods for Function goest — goest-methods

<dl class='dl-horizontal'>
 <dt>goest</dt><dd><code>signature(object = "Goestica")</code></dd>
 <dt>goest</dt><dd><code>signature(object = "Goestmm")</code></dd>
 <dt>goest</dt><dd><code>signature(object = "Goestml")</code></dd>
 <dt>goest</dt><dd><code>signature(object = "Goestnls")</code></dd>
 </dl>

goest-methods: Methods for Function goest

Description

Arguments

Methods

Details

See Also