GARCHOptimizationMethod

Description

The GARCHOptimizationMethod enumeration is used to determine optimization method.

It is used by the following property:

Available Values

  Value Brief description
0 BHHH. The Berndt–Hall–Hall–Hausman algorithm).
1 BFGS. The Broyden-Fletcher-Goldfarb-Shanno algorithm).

See also:

Stat Assembly Enumerations