Hi, i think the right to fit a GARCH-model is to use garchFit of the fGARCH package. My problem is that the time-series is definitly not normal distributed. So i can not use the "QMLE" method. How can i do it right?
thanks Roland -- View this message in context: http://r.789695.n4.nabble.com/How-to-fit-a-non-normal-dist-GARCH-time-series-tp3836979p3836979.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
