[R] Fgarch: garchFit, limits of transformations

ThomasR tomruyter at hotmail.com
Fri Oct 28 11:45:20 CEST 2011


The (maximum) limit for shape is set on 10 for the function garchfit. Hence
it is impossible to estimate data for a student-t distributed error term
with a higher degrees of freedom than 10. I wonder how to change this
parameter. I hope someone could give me the answer. Thank you verry much in
advance! 


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