[R-SIG-Finance] ugarchfit-class methods (rugarch)

[alexios ghalanos]

A couple:

1. vcov(fit, robust=TRUE) [The robust parameter covariance matrix]
2. fit at fit$robust.matcoef (coef|s.e.|t-values|p-values)

Regards,
Alexios

On 25/07/2012 18:18, Geoffrey Smith wrote:
> Hello, are there any methods to extract the robust standard errors and
> t-values from a ugarchfit-class object created by the rugarch package?
>   Thank you.  Geoff
>
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