search for: introduction_to_the_rugarch_package

Hi, I`m about to switch from STATA to R and have serious troubles to find proper documentations on the internet. Right now I try to find a proper documentation of the eGARCH model being part of the rugarch package. Neither here http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf nor here http://cran.r-project.org/web/packages/rugarch/rugarch.pdf could i find some information that was helping. In this post http://r.789695.n4.nabble.com/RUGARCH-eGARCH-and-variance-targeting-td4634896.html someone proposes to read the "vignette on how the unconditional variance is c...

Dear r-helper I am pleased to send you this email. I have the R 2.11.1 and R 2.15.1 versions but they dose't have GARCH models. May you please guide me in which version can i find GARCH models. Best. M.Izadi [[alternative HTML version deleted]]

Hi, I try to understand how the generalized hyperbolic distribution is standardized. One reference is the rugarch vignette, page 16-18: http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf I looked at the code of the dsgh function in the fBasics package: > dsgh function (x, zeta = 1, rho = 0, lambda = 1, log = FALSE) { if (length(zeta) == 3) { lambda = zeta[3] rho = zeta[2] zeta = zeta[1] } param = .paramGH(zeta, rho, lambda) ans = dgh(...