Heston and Nandi model

01 January 1970 1 4K Report

Dear researchers,

How can I estimate the garch parameters in Heston model ? Can I use the GARCH (1.1) ? Or is there an other models?

I use MLE method and fOPtions package in R, my problem about the GARCH Parameters. How to estimate these parameters for the actual series?

Best regards.

Ali Bendob

Dear Paul Louangrath.

Thanks a lot. But the GARCH (1.1) is different to the Heston Nandi model.

Regards.

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