Rugarch Package

Found 1 free book(s)

1 The rugarch package - Booth School of Business

faculty.chicagobooth.edu

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

Similar queries

Rugarch package, Package