[R] gamma distribution in rugarch package

saraberta sara.bertapelle at hotmail.it
Thu Jul 26 09:52:00 CEST 2012


Hi guys,
does anyone know if there is the possibility to fit a gamma distribution
using ugarch?honestly i don't know if maybe is possible to fix some
parameters that reduce ghyp or ged in a gamma distribution..
thanks a lot
sara




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