[R] how to code garch-t(1,1),egarch(1,1) and gjr(1,1)

From: Nongluck Klibbua <Nongluck.Klibbua_at_newcastle.edu.au>
Date: Fri 01 Jul 2005 - 10:17:26 EST


hi,
I try to code garch-t(1,1),egach(1,1) and gjr(1,1) to estimate my data. How I can code these model with my data (e.g. garch code is y<-garch(x,order=c(1,1))
best regards,
luck



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