Dear all,
I'm using *rugarch* and *rmgarch *to implement a DCC model over 30
different assets.
While using *ugarchspec *for defining input parameters of univariate GARCH
using a t-Student distribution, I have noticed that there is a parameter
called *fixed.pars*. Using the example given in GitHub, this parameter is
set as following:
fixed.pars = list(shape = 5)
in case of a t-Student distribution. If I change this setting from 5 to 3
(for example) results are very different. Can someone tell me the
importante and the usage of this parameter?
Thanks to all
Tommaso
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