[R-SIG-Finance] rugarch and fGarch

Belgarath marco.cora at googlemail.com
Thu Jun 14 14:23:26 CEST 2012


Hello Alexios, 

thank you very much! 

With the fit.control=list(scale=1) is also much faster. 

I also added the multi-core support, is there any other way to improve the
performance?

Thank you very much!
Marco

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