



Hello guys,
I'm actually writting a code to compute the optimal parameters (alpha, beta, delta, mu) of sample for a gen. hyperbolic function. I need to set up the mean and the variance of the fitted distribution to 0 and 1. Using the rugarch package, this is made easily, but in a more theoretical way, I do not understand how it is done. For the mean, the solution is easy (as explained p. 15 of http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf ) but for the variance, it needs to use estimation of zeta and rho. But how do you compute those estimators ? 
Thanks for your help,
Julien

Julien HAMBUCKERSHEC - Ecole de gestion de l'Université de LiègeUER OpérationRue Louvrex, 14 - Bâtiment 1 (310)tél: +32 (0)4 232 7271mail: jhambuckers@ulg.ac.be
 		 	   		  
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