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debut
2008 Mar 24
0
ARCH(1,0) with t-residuals
...84
Error in sum(beta) : invalid 'type' (closure) of argument
Do fGarch function allow to estimate GARCH(p,q) with p and q >0 only? Are there
any other functions in order to estimate ARCH(1,0) with
t-residuals?
Thank you.
Regards,
Elena
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