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1 The rugarch package - Booth School of Business

1 The rugarch package - Booth School of Business

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1.4 Model speci cation of the rugarch package To specify a univariate GARCH model in the rugarc package, one uses the command ugarchspec. See below:

  Packages, Curragh, Rugarch package

Download 1 The rugarch package - Booth School of Business

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