[R-SIG-Finance] Variance intercept parameter.

[PedroBSB]

Greetings, 

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   ?

Thank you, 

Pedro




--
View this message in context: http://r.789695.n4.nabble.com/Variance-intercept-parameter-tp4645328.html
Sent from the Rmetrics mailing list archive at Nabble.com.