[R-SIG-Finance] question on rmgarch
|eon@rdo@b@rg|g|| @end|ng |rom un|||@|t
Fri Jun 7 14:34:09 CEST 2019
in "dccspec" it's possible to fit a VAR model for the conditional mean
using the VAR = TRUE keyword.
My question is: how does this option relates to the conditional mean
specification that is required from the uGARCHmultispecobject?
Thanks a lot!
(University of Florence)
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