Hi guys, i need your help!i'm trying to fit a multiplicative error model using rugarch, imposing a null mean for the garch model so the resulting variance is the mean of my multiplicative error model. the point is that i need to increase the number of external regressors, including asymmetric effect, dummy variables and other variables, but when i insert in ugarchspec(variance.model=list(...external.regressors=X)) the output of the model doesn't include 'vxreg1', 'vxreg2',..' as it should. where do i wrong? thanks a lot sara
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