[R-SIG-Finance] garchFit NaNs produced
arun.kumar.saha at gmail.com
Tue May 24 21:07:43 CEST 2011
Hi Yihao, not very sure on your situation, but are you sure that your data
have any Garch effect at all? Prima-facie it seems that your data dont have.
Why you want to fit garch model in such case?
Thanks and regards,
Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
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