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Cumulative Impulse Response Function for Garch models
Doumbia Souleymane
·
Jun 15, 2021
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r-sig-finance
Dear all, Is there a package that allows to plot the Cumulative IRF for garch models ? Rugarch packages?does not. Thank you in advance. Regards,? [[alternative HTML version deleted]]
fiGarch estmates in rugarch package
Doumbia Souleymane
·
May 15, 2021
·
r-sig-finance
Dear all, I would have a question about?fiGarch(p,d,q) estmation in the useful?rugarch package. Is it possible to get an estimate of parameter value d ? If not, what the estimate "delta" stand for in the estimation...
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