[R] gamma distribution in rugarch package

MK mkao006rmail at gmail.com
Thu Jul 26 15:03:17 CEST 2012

I don't think it is provided and gamma is neither a special case of ghyp 
nor ged.

Is there a reason for you to use the gamma distribution? The gamma 
distribution only has support for positive number and thus impossible 
for stock return.


On 26/07/12 09:52, saraberta wrote:
> Hi guys,
> does anyone know if there is the possibility to fit a gamma distribution
> using ugarch?honestly i don't know if maybe is possible to fix some
> parameters that reduce ghyp or ged in a gamma distribution..
> thanks a lot
> sara
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