R-SIG-Finance January 2025

Thread Subject Author Date

3 messages in 1 thread

rugarch package vs Eviews cannot get similar results from a model with GARCH errors.

3 msgs Jan 24

Manfred Alonso Esquivel Monge rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Jan 24, 2025

matheus barroso rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Jan 24, 2025

Alexios Ghalanos rugarch package vs Eviews cannot get similar results from a model with GARCH errors. Jan 24, 2025