[R] fitting an AR-TAR-GARCH MODEL

From: aleda <adepopescu_at_yahoo.com>
Date: Sat, 29 Mar 2008 16:46:43 -0700 (PDT)

I am trying to fit the model above.
I know how to do for an AR-GARCH , but I do not know how to use the TAR function , I do not know if it is possible to use a TAR-GARCH formula for the variance in the garchOxFit command.

With many thanks,
Adela Popescu.

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