[R-SIG-Finance] copula with rmgarch

Alex Fei alec.fei at gmail.com
Wed May 9 22:07:56 CEST 2012


Thank you!

I just found there is a name "stdresid" under slot "mfit", i.e. 
fit1 at mfit$stdresid. I guess it refers to standardised residuals (it looks
like in the plot), is it true? 

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