Displaying 1 result from an estimated 1 matches for "tp3850702p3850702".
2011 Sep 28
1
fGarch - Fitting and APARCH-Modell with fixed delta
...Frequently, though, the resulting delta coefficient has some other value,
usually somewhere between 0 and 2.
Any ideas why? Am I doing something wrong or could this be a bug in fGarch?
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