[R] Fitting of Garch Model in R [forwarded]

Muhammad Rashid Ahmed rahmed at julian.uwo.ca
Tue Nov 28 08:20:43 CET 2000


This accidentally (;-) didn't go to the R-help mailing list ..

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 To: <maechler at stat.math.ethz.ch>
 Date: Mon, 27 Nov 2000 21:50:23 -0800

Dear Sir,

I know you are so busy and I would be highly appreciate you if you can
answer my question regarding to fitting of Garch Model.

Question: 
How can I change the innovation in Garch fitting from Normal to
T-dist. According to my understanding I could not find any option to change
the distribution of innovation from normal to T-Dist or any other dist..

Once again I would be very grateful for your early reply.

Best regards,
(Muhammad Rashid Ahmed)

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