RUGARCH variance targeting issue

Wed, Jun 27, 2012 7:51 AM

*Data file:*
http://r.789695.n4.nabble.com/file/n4634632/data.csv data.csv 

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Stoyan Stoyanov
The University of Chicago Booth School of Business
MBA Class of 2013
(312) 532-0120 | stoyanov at chicagobooth.edu
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Thread (6 messages)

stoyan.stoyanov RUGARCH variance targeting issue Jun 27 stoyan.stoyanov RUGARCH variance targeting issue Jun 27 Alexios Ghalanos RUGARCH variance targeting issue Jun 27 stoyan.stoyanov RUGARCH variance targeting issue Jun 27 michael.weylandt at gmail.com (R. Michael Weylandt RUGARCH variance targeting issue Jun 27 Alexios Ghalanos RUGARCH variance targeting issue Jun 27