1. Has anyone experience with the score model packages, specially for packages working with rmgarch. 2. Can betategarch objects be used in rmgarch 3. Given the GAS limitation � The multivariate GAS model for N>4 does not report the exact update for the correlation parameters since the Jacobian of the hyperspherical coordinates transformation needs to be coded for the case N>4. The Jacobian for N>4 is replaced by the identity matrix. Can I go ahead and use the end product as the Jacobian is not a required output at this stage, or does this limitation not allow the software to work for more than 4
1. MSGARCH interfacing with rmgarch (as in cholette(2009)) My query on git is hereunder: https://github.com/amitmittal-9294/PlutoMSDCCVineMidas/issues/1 Thanks to Alex Ghalanos, bitbucket has the current code with updated plot functionality in rmgarch objects. BR ______________________________ Amit Mittal Ph.D. in Finance and Accounting (tbd) Indian Institute of Management, Lucknow http://ssrn.com/author=2665511 Mob: +91 7899381263 ______________________________ [[alternative HTML version deleted]]
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