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Gabriele Guglielmi


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Question


How to perform MLE calibration on t location scale with boundaries on the parameters?
I need to calibrate a t-locationScale distribution over a set of data of historical returns on financial data. Using mle(), it ...

1 year ago | 3 answers | 0

3

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Question


New release - function compatibility
Hi, I want to know if there is a compatibility tool or a list of function for any release to check if some function (i.e. garch...

10 years ago | 1 answer | 0

1

answer