Masher Masher 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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R-help@r-p
Hi guys,
I've already done some research on the topic and would like to ask you for
advice. As stated in the topic, I need to estimate multivariate GARCH
parameters using QML. I've been looking for an appropriate package for R and
out of many that I've encountered the only one that seems promising
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