[R] r documentation rugarch egarch

randomsamson joh.mo at web.de
Sat Nov 16 23:49:28 CET 2013


I`m about to switch from STATA to R and have serious troubles to find proper
documentations on the internet.
Right now I try to find a proper documentation of the eGARCH model being
part of the rugarch package.

Neither here
nor here
could i find some information that was helping.

In this post
someone proposes to read the "vignette on how the unconditional variance is
calculated for the eGARCH
I don`t know what is meant by vignette. 

The R-built-in help function tells me about eGARCH: "assymetry term: gamma1"
Thanks a lot R-help. This is relly a lot of information.

I`d like to find out about the eGARCH model notation used in R, the settings
and estimation techniques that are used and/or can be configured in this
case, ...

When searching the internet I`ve also not been very successful.

When working with STATA I`ve so far never had troubles to find the right
So i think I`m not in general too stupid to do some search on the internet.

Please can anyone tell me what this "vignette" is supposed to be and where
to find it?

Thanks a lot,

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