[R] GARCH

From: Tobias Muhlhofer <t.muhlhofer_at_lse.ac.uk>
Date: Wed 02 Mar 2005 - 01:29:05 EST


Hi, everyone!

Is there a function to do single-variable GARCH in R? If yes, what library is it in?

Thanks!

        Toby

-- 
**************************************************************************
When Thomas Edison invented the light bulb he tried over 2000
experiments before he got it to work. A young reporter asked
him how it felt to have failed so many times. He said
"I never failed once. I invented the light bulb.
It just happened to be a 2000-step process."

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Received on Wed Mar 02 02:12:32 2005

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