[R-SIG-Finance] rmgarch using "user defined" garch model

[alexios ghalanos]

Hi Jo,

What is a "locally developed garch-type model"? If you are asking about 
out-of-the-box plug-in of your own univariate GARCH model, the short 
answer is you can't - you need to use what's available with rugarch.

But have a look in the src directory for the DCC dynamics/likelihood 
functions which you can pick out and use in your own function.

Regards,
Alexios

On 13/02/2013 21:18, Jo Osinga wrote:
> Hi Alexios,
>
> Where can I find an example showing how to let rmgarch use a locally
> developed garch-type model?
>
> Thanks Jo
>