[R-SIG-Finance] multi horizon forecast in rmgarch

Andy Tang Andy.Tang at morningstar.com
Thu Apr 23 18:00:39 CEST 2015

Hi Alex,

Do you have any update  for multi-horizon forecast for GOGARCH model in rmgarch package?
Or do you have any recommendation on how to implement it?
I want to forecast the joint density for a weekly return, which is a sum of t+1 to t+5.


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