[R-SIG-Finance] Variance intercept parameter.
pedro_albuquerque at ig.com.br
Sun Oct 7 15:48:59 CEST 2012
I am using the rugarch library and I am trying to use the ugarchspec command
without the Variance Intercept Parameter (omega).
Does someone known how can I formulate a Garch Specification without the
Variance Intercept Parameter ?
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