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This repository was archived by the owner on Nov 19, 2020. It is now read-only.
hi, i'm using BoundedBroydenFletcherGoldfarbShanno optimization class for modelling GARCH(1,1)
i get the parameter estimates of the model, but also need the standard errors of these estimates
these standard errors are computed with the hessian matrix in the convergence point
i do not add any hessian definition, so i suppose it is computed numerically
so, how can i access to last hessian computed in BoundedBroydenFletcherGoldfarbShanno class?
thanks in advance