[R] APARCH models

[SophieO]

Dear all,

I need to estimate the coefficients of an APARCH that fits some dataset.
I have found to functions : 
* garchFit(formula=~aparch(1,1),...) from the fGarch package
* GSgarch.FitAIC(mMAX = 0, nMAX = 0, pMAX = 1, qMAX = 1, ...) from the
GEVStableGarch package

The problem is that they gave me different coefficients for the same
dataset. 
Does anyone know the difference between the two and which one should I use ?

Thanks in advance for your answer

Sophie O.

 




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