Question on the fGarch pkh

kh1 at rice.edu kh1 at rice.edu
Tue May 5 18:41:49 CEST 2009


Hello,

I have a question on the function of "garchFit" in the fGarch package.

What values do you use to for the initial values of the condition mean  
and the conditional variance?

There is no description on " init.rec = c("mci", "uev") " for the garchFit.

Thank you

Kam hamidieh



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