[R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package)
philippe
philippe.kappeler at hotmail.com
Thu Mar 27 17:19:13 CET 2014
Thank you for your swift response. I have attached the link with the fx
rates:
https://drive.google.com/folderview?id=0BwSzkfw3xUH3REsxRHprZEU1R00&usp=sharing
<https://drive.google.com/folderview?id=0BwSzkfw3xUH3REsxRHprZEU1R00&usp=sharing>
Scaling or increasing the tolerance of the solver did not work out so far.
Philippe
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