fit_mfgarch的各个参数如下:
data:data frame containing a column named date of type 'Date'.
y:name of high frequency dependent variable in df.
x:covariate employed in mfGARCH.
K:an integer specifying lag length K in the long-term component.
low.freq:a string of the low frequency variable in the df.
var.ratio.freq:specify a frequency column on which the variance ratio should be calculated.
gamma:if TRUE, an asymmetric GJR-GARCH is used as the short-term component. If FALSE, a simple GARCH(1,1) is employed.
weighting:specifies the weighting scheme employed in the long-term component. Options are "beta.restricted" (default) or "beta.unrestricted"
x.two:optional second covariate
K.two:lag lgenth of optional second covariate
low.freq.two:low frequency of optional second covariate
weighting.two:specifies the weighting scheme employed in the optional second long-term component. Currently, the only option is "beta.restricted"
multi.start:if TRUE, optimization is carried out with multiple starting values
control:a list