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,
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
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