[R-SIG-Finance] Simple Problem using hngarchFit (fOptions)

Manuel Gasser chicane at bluewin.ch
Wed Sep 10 17:55:26 CEST 2008

Dear all,

I'm stranding on a quite simple problem trying to work with a 
Heston-Nandi-Garch Model built in fOptions (Rmetrics):

The manual states the following:

hngarchFit(*x*, model = list(lambda = -0.5, omega = var(x), alpha =
0.1 * var(x), beta = 0.1, gamma = 0, rf = 0), symmetric = TRUE,
trace = FALSE, title = NULL, description = NULL, ...)

where *x *is, according to the Arguments,  "an univariate vector or time 
series". Maybe that's a complete newbie question to ask, but WHAT SORT 
OF DATA DOES X NEED? daily returns, daily logreturns, daily log(St) ?

Any help is appreciated!

Best Regards

More information about the R-SIG-Finance mailing list