[R-SIG-Finance] R/Finance 2019: Call for Presentations

R/Finance 2019: Applied Finance with R May 17 and 18, 2019 University of Illinois at Chicago Call for Presentations The eleventh annual R/Finance conference for applied finance using R will be held on May 17 and 18, 2019 in Chicago, IL, USA at the University of Illinois at Chicago. The

[R-SIG-Finance] Alternative solvers in rugarch (was: GARCH parameter estimation with rugarch: estimates seem inaccurate)

> "alexios" == alexios ghalanos writes: alexios> Hi Curtis, alexios> There is a function in rugarch called ugarchdistribution for performing these types of experiments: alexios> spec1 <- ugarchspec(mean.model = list(armaOrder = c(0,0), include.mean = FALSE), alexios>