Description

Class for the univariate GARCH Multiple specification.

Objects from the Class

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

Extends

Class "GARCHspec", directly. Class "rGARCH", by class "GARCHspec", distance 3.

Methods

show

signature(object = "uGARCHmultispec"): specification summary.

Author(s)

Alexios Ghalanos

See Also

Classes uGARCHmultiforecast, uGARCHmultifit and uGARCHmultifilter.