Last data update: 2014.03.03

R: class: GARCH Simulation Class
GARCHsim-classR Documentation

class: GARCH Simulation Class

Description

High Level GARCH simulation class to hold the univariate and multivariate simulation 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 "GARCHsim" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHsim")

Results