[R] FIGARCH

From: Sumanta Basak <sumantab_at_ambaresearch.com>
Date: Tue 18 Oct 2005 - 15:38:55 EST


Hi All,  

Currently I'm working in FIGARCH process [Fractionally Integrated Generalized Autoregressive Conditional Heteroscedasticity]. I've already got the codes to do the process in S-Plus. Can anyone help me to do it in R?    

Thanks,

SUMANTA BASAK.



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