[R-SIG-Finance] gogarch with multivariate t distribution

[jun wang]

Dear all,

Is there anyway to estimate the GOGARCH model with multivariate student t
distribution errors in the *rmgarch* package in R? The rmgarch package for
estimating gogarch model only covers "mvnorm",multivariate affine NIG
(“manig”) and GHYP (“magh”).

Any hints would be very appreciated.

Thanks,
Jun

	[[alternative HTML version deleted]]