Accessor method for the fitted marginal models of (cond_)portvine_roll objects

Extract the marginal models that are ARMA-GARCH models which were fitted in a rolling window fashion using rugarch::ugarchroll. For the residual analysis of the models encompassed in such a rugarch::ugarchroll class object one can have a look at the utility function roll_residuals().

Usage

fitted_marginals(roll, ...)

# S4 method for portvine_roll
fitted_marginals(roll)

Arguments

roll

Object of class portvine_roll or a child class

...

Additional parameters for child class methods

Value

Named list with an entry for each asset containing a rugarch::ugarchroll class object that encompasses the marginal model fit.

See also

portvine_roll, roll_residuals()