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- $\begingroup$ I have no idea how to answer this, but I do know where you are likely to find an answer. The R-SIG-Finance mailing list is populated by a good percentage of the authors of important R finance packages. Your question will be seen, and undoubtedly answered by an expert on this package. $\endgroup$meh– meh2016-06-08 12:12:37 +00:00Commented Jun 8, 2016 at 12:12
- $\begingroup$ You could also examine - cran.r-project.org/web/packages/rugarch/vignettes/… $\endgroup$meh– meh2016-06-08 12:14:09 +00:00Commented Jun 8, 2016 at 12:14
- $\begingroup$ @aginensky Thank you so much! I would try to seek help from the mailing list. $\endgroup$PatrickXie17– PatrickXie172016-06-08 22:05:38 +00:00Commented Jun 8, 2016 at 22:05
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