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Full_Name: alex galanos Version: 2.10.0 OS: windows vista Submission from: (NULL) (86.11.78.110) I respectfully request that the chm help support for windows, which was very convenient, be reinstated...couldn't an online poll have...

Returns the diagonal factor covariance matrix (i.e. the conditional variances of the independent factors). The H_t matrix in equation 33 of the vignette. -Alexios On 29/06/2015 20:31, Daniel Melendez wrote: > Hello All - > > Perhaps I am...

Hi, I'm running a check of my rmgarch package against R development (unstable) (2022-03-04 r81849) -- "Unsuffered Consequences" and getting a lot of NOTES around a lack of a summary attribute: example: * checking HTML version of manual ... NOTE...

Full_Name: alexios galanos Version: 2.8.1 OS: windows/vista Submission from: (NULL) (81.100.160.71) While the script editor now respects user preferences for the background color in 2.8.1, it does not do so for...

By reading the documentation. Alexios On 06/02/2012 12:42, Papa Senyo wrote: > Dear ALL, > Please, how does one get volatility forecast using rugarch package? > kind regards > Papa > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance at r-project.org...

Its on R-Forge (http://r-forge.r-project.org/R/?group_id=339). I've triggered a rebuild of the package (its been offline since the R-Forge master upgrade) so you'll have to wait until the check...

Please READ the documentation/manual. ----------------- qfft signature(object = "goGARCHfft") This takes additional argument ?index? to indicate the particular time point, and returns an interpolated quantile function which may be called like any other ?q? type quantile function. This may also...

1. Please go through the documentation and extensive examples in the inst folder of the package. 2. If after doing so you have not understood something or suspect a bug, put all you questions in ONE email to the list...

Hi Jo, What is a "locally developed garch-type model"? If you are asking about out-of-the-box plug-in of your own univariate GARCH model, the short answer is you can't - you need to use what's...