Hi guys, does anyone know if there is the possibility to fit a gamma distribution using ugarch?honestly i don't know if maybe is possible to fix some parameters that reduce ghyp or ged in a gamma distribution.. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/gamma-distribution-in-rugarch-package-tp4637893.html Sent from the R help mailing list archive at Nabble.com.
gamma distribution in rugarch package
2 messages · saraberta, Michael Kao
I don't think it is provided and gamma is neither a special case of ghyp nor ged. Is there a reason for you to use the gamma distribution? The gamma distribution only has support for positive number and thus impossible for stock return. Cheers, M
On 26/07/12 09:52, saraberta wrote:
Hi guys, does anyone know if there is the possibility to fit a gamma distribution using ugarch?honestly i don't know if maybe is possible to fix some parameters that reduce ghyp or ged in a gamma distribution.. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/gamma-distribution-in-rugarch-package-tp4637893.html Sent from the R help mailing list archive at Nabble.com.
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