Greetings, I am using the rugarch library and I am trying to use the ugarchspec command without the Variance Intercept Parameter (omega).
Does someone known how can I formulate a Garch Specification without the Variance Intercept Parameter ? Thank you, Pedro -- View this message in context: http://r.789695.n4.nabble.com/Variance-intercept-parameter-tp4645328.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.