[R-SIG-Finance] Question RMGARCH

[Daniel Melendez]

Thank you very much Alexios, that's what I figured it was but wanted to
confirm.  Cheers

On Mon, Jun 29, 2015 at 2:38 PM, alexios <alexios at 4dscape.com> wrote:

> Returns the diagonal factor covariance matrix (i.e. the conditional
> variances of the independent factors). The H_t matrix in equation 33 of the
> vignette.
>
> -Alexios
>
>
> On 29/06/2015 20:31, Daniel Melendez wrote:
>
>> Hello All -
>>
>> Perhaps I am overlooking something but can anyone tell me what the
>> following relates to in the rmgarch package?
>>
>> rcov( [object], type = 2 )
>>
>>
>


-- 
Regards

Daniel Melendez

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