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

[alexios galanos]

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,
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-SIG-Finance using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.