[R-SIG-Finance] dcc-garch conditional moments in rmgarch (rgarch) package

Alex Bird sunduck at gmail.com
Fri Sep 23 11:04:07 CEST 2011


Hi there!

  Does anyone know a simple way to estimate the 3rd and 4th
conditional moments based on dcc-garch model from rmgarch package
(previously known as rgarch)?

Thanks in advance!

Kind regards,
Alex



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