rugarch and fGarch
Hello Alexios, thank you very much! With the fit.control=list(scale=1) is also much faster. I also added the multi-core support, is there any other way to improve the performance? Thank you very much! Marco -- View this message in context: http://r.789695.n4.nabble.com/rugarch-and-fGarch-tp4633077p4633368.html Sent from the Rmetrics mailing list archive at Nabble.com.