[R] GARCH-like

From: Renato Costa <noldo22_at_gmail.com>
Date: Fri, 23 May 2008 14:48:18 -0300

I need to change the code of Garch to the FCGARCH (a non-linear multi-regime GARCH).
I don't know nothing about R.
I'd like to know how can I get the code of the garch in order to change it and make the fit for the FC-GARCH.
Any non-linear code will be helpfull because if doesn't help in the programming it helps in getting familiar with R.

Thank you


PhD Student Renato Alencar Adelino da Costa (renato_at_ele.puc-rio.br)
Department of Electrical Engineering (Mathematical Finance)
Pontifical Catholic University (PUC-Rio)
Rua Marques de Sao Vicente, 225, Sala 604L
Gavea CEP: 22453-900
Rio de Janeiro

	[[alternative HTML version deleted]]

R-help_at_r-project.org mailing list
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Fri 23 May 2008 - 18:08:05 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sat 24 May 2008 - 19:30:40 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive