Richard M

Results 6 comments of Richard M

I didn't want to modify the GARCH class to allow for a restricted GARCH(2,2) because it's a really loaded class, adding it there would make it even more complicated, so...

With subclassing , I think it would get problematic with methods that deal with the long term component e.g `compute_variance ` and `_analytic_forecast` because how would one change the `super(CGARCH,self).some_func(tparams)`...

Hello, are you still considering this pull request?

Hello; Is there anymore needed from my end