GARCHpath-class {rugarch}R Documentation

class: GARCH Path Simulation Class

Description

High Level GARCH Path simulation class to hold the univariate and multivariate path 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 "GARCHpath" in the signature.

Author(s)

Alexios Ghalanos

Examples

showClass("GARCHpath")

[Package rugarch version 1.0-10 Index]