Hi,

What is the difference between BHHH and LBFGS? Which is the better algorithm for Garch(q,p)? I noticed in garchFit, there are algorithms 'nlminb', 'lbfgsb', 'nlminb+nm' & 'lbfgsb+nm'. Which one enables the BHHH algo or is there another function for BHHH? 

Thanks in advance.


      
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