GAS/MSGARCH

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GAS/MSGARCH

prof.amit.mittal
Dear Board members

1. I am not getting plot outputs in rmgarch/multivariate models using GAS
packages. Please advise.
2. I am trying to use Harvey(2013) models of GAS/DCS with rmgarch package
as pointed in Ardia's vignettes for GAS(ssrn.com/abstract=2825380) I am
wondering if i can also add a switching specification from MSGARCH for a
regime based model using GAS models.

I need your help and support

Best Regards
Amit
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Amit Mittal
Pursuing Ph.D. in Finance and Accounting
Indian Institute of Management, Lucknow
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