[R] QMLE of MGARCH

Dirk Eddelbuettel edd at debian.org
Fri May 1 15:47:40 CEST 2015


Masher Masher <masher6666 <at> gmail.com> writes:
> So my question is: is the function garchFit the best one to estimate
> parameters using the QML or should I better use other packages for
> convenience.

You may want to look at the rmgarch package.

Dirk



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