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List:       r-sig-finance
Subject:    [R-sig-finance] APARCH residuals and fitted values
From:       wojciech.slusarski () gmail ! com (=?UTF-8?Q?Wojciech_=C5=9Alusarski?=)
Date:       2005-02-09 1:06:40
Message-ID: 5e64e5be050208160628f2fe23 () mail ! gmail ! com
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I know that, there has already been a question about that, but I am
deep in trouble at the moment, because I need to do volatility
forecasts of one stock index and as far as I am concerned, those taken
from GARCH models are not the best when compared with the realized
volatility. Is there maybe any way to get those values through
aparchSim() or any other?  If anyone faced this problem (I am sure
that, there is lot of people) and found a solution, I would be very
glad for any advice.

Best regards
Wojciech Slusarski

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