Hi, are there any library to estima a fractionally integrated ARFIMA-STVGARCH model? You can read about it in http://www.greqam.fr/IMG/working_papers/2008/2008-36.pdf
Thanks, Sebastián. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
