[R-SIG-Finance] fiGarch estmates in rugarch package

alexios galanos @|ex|o@ @end|ng |rom 4d@c@pe@com
Sat May 15 23:16:20 CEST 2021


Yes, d = delta


> On May 15, 2021, at 11:20 AM, Doumbia Souleymane via R-SIG-Finance <r-sig-finance using r-project.org> wrote:
> 
> Dear all,
> I would have a question about fiGarch(p,d,q) estmation in the useful rugarch package. Is it possible to get an estimate of parameter value d ? If not, what the estimate "delta" stand for in the estimation reults ?
> Best Regards,
> 
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