[R-SIG-Finance] copula with rmgarch

[alexios ghalanos]

True.
Details of the calculation are in the copula-postestimation.R.

-Alexios

On 09/05/2012 21:07, Alex Fei wrote:
> 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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