[R] code a family of garch

From: Nongluck Klibbua <Nongluck.Klibbua_at_newcastle.edu.au>
Date: Thu 18 Aug 2005 - 13:24:13 EST


Dear R-helpers,

I was wondering if anyone has or knows someone who might have an implementation
of algorithm for estimating garcht-t, egarch and gjr models. I try to use Fseries but I don't know how to code these models. Thanks a million in advance,
Sincerely,
Nongluck



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Aug 18 13:29:53 2005

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