Message-ID: <1834063648.1290189.1621102837834@mail.yahoo.com>
Date: 2021-05-15T18:20:37Z
From: Doumbia Souleymane
Subject: fiGarch estmates in rugarch package
Dear all,
I would have a question about?fiGarch(p,d,q) estmation in the useful?rugarch package. Is it possible to get an estimate of parameter value d ? If not, what the estimate "delta" stand for in the estimation reults ?
Best Regards,
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