garchFit- initial volatility
Hi, thank you for your answer. If you read my message again carefully you will see exactly this sentence : "I checked the source code for initializing parameters but I could not see how it is done." Regards, Neslihan
View this message in context: http://r.789695.n4.nabble.com/garchFit-initial-volatility-tp3028796p3029902.html Sent from the Rmetrics mailing list archive at Nabble.com.