Message-ID: <1319795120028-3947351.post@n4.nabble.com>
Date: 2011-10-28T09:45:20Z
From: ThomasR
Subject: Fgarch: garchFit, limits of transformations
The (maximum) limit for shape is set on 10 for the function garchfit. Hence
it is impossible to estimate data for a student-t distributed error term
with a higher degrees of freedom than 10. I wonder how to change this
parameter. I hope someone could give me the answer. Thank you verry much in
advance!
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