Re: [R] gamma distribution in rugarch package

I don't think it is provided and gamma is neither a special case of ghyp nor ged. Is there a reason for you to use the gamma distribution? The gamma distribution only has support for positive number and thus impossible for stock return. Cheers, M On 26/07/12 09:52, saraberta wrote: Hi guys

[R] gamma distribution in rugarch package

Hi guys, does anyone know if there is the possibility to fit a gamma distribution using ugarch?honestly i don't know if maybe is possible to fix some parameters that reduce ghyp or ged in a gamma distribution.. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/ga