GARCHfilter-class {rugarch} | R Documentation |
High Level GARCH filter class to hold the univariate and multivariate filter objects.
A virtual Class: No objects may be created from it.
Class "rGARCH"
, directly.
No methods defined with class "GARCHfilter" in the signature.
Alexios Ghalanos
showClass("GARCHfilter")