Masher Masher <masher6666 <at> gmail.com> writes: > So my question is: is the function garchFit the best one to estimate > parameters using the QML or should I better use other packages for > convenience.
You may want to look at the rmgarch package. Dirk ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.