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garch convergence

To: "S" <s-news@wubios.wustl.edu>
Subject: garch convergence
From: "deric hetzel" <dhetzel@sprintmail.com>
Date: Tue, 26 Jun 2001 20:56:31 -0400
I am having trouble getting a simple garch (1,1) model to reach convergence.
Is there a good way to change the optional arguments to guarantee
convergence, speed to converge is not terribly important.

thanks,
Deric


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