rugarch (version 1.5-2)

GARCHfilter-class: class: GARCH Filter Class

Description

High Level GARCH filter class to hold the univariate and multivariate filter objects.

Objects from the Class

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

Extends

Class "rGARCH", directly.

Methods

No methods defined with class "GARCHfilter" in the signature.

Author

Alexios Ghalanos

Examples

showClass("GARCHfilter")