Message-ID: <1264255303705-1288195.post@n4.nabble.com>
Date: 2010-01-23T14:01:43Z
From: deng yishuo
Subject: How to extract all VaR values?
Hello,everyone!
I'm using "rgarch"(a very powerful package) now.
And there is a problem for me.That is I don't know how to extract the VaR
values after
I have caculated them using function ugarchroll().
Please help me!
Thank you so much!
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