Re: [R] GARCH

From: Patrick Burns <pburns_at_pburns.seanet.com>
Date: Wed 02 Mar 2005 - 03:18:49 EST

Yes. Probably the best approach is if you go to the Rmetrics website http://www.rmetrics.org/

Patrick Burns

Burns Statistics
patrick@burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Tobias Muhlhofer wrote:

> Hi, everyone!
>
> Is there a function to do single-variable GARCH in R? If yes, what
> library is it in?
>
> Thanks!
> Toby



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