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rugarch (version 1.5-2)

GARCHroll-class: class: GARCH Roll Class

Description

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

Arguments

Objects from the Class

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

Extends

Class "rGARCH", directly.

Methods

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

Author

Alexios Ghalanos

Examples

Run this code
showClass("GARCHroll")

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