spec = ugarchspec(fixed.pars=list(omega=0))
spec = ugarchspec()
All methods for the uGARCHspec class are documented (try
On 07/10/2012 14:48, PedroBSB wrote:
> I am using the rugarch library and I am trying to use the ugarchspec command
> without the Variance Intercept Parameter (omega).
> Does someone known how can I formulate a Garch Specification without the
> Variance Intercept Parameter ?
> Thank you,
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