Re: [R] Does R have EGARCH modeling function?

From: Spencer Graves <>
Date: Thu 25 May 2006 - 12:32:06 EST

          I just got 39 hits for RSiteSearch("egarch"). The one that looks to me like it comes the closest to answering your question is "".

          I don't know the definition of egarch, but I would expect that it would not be too hard to program if you know the definition. You could read the source code for some of the other GARCH-type functions, find one that's moderately close, and modify it.

	  hope this helps.
  	  Spencer Graves

Michael wrote:
> I've downloaded fSeries, but looks like it just has an interface to OX(TM)
> Garch Modeling Software,and that OX(TM) software package is not free.
> So where can I find an EGARCH function that is truely usable?
> Thanks a lot!
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> PLEASE do read the posting guide! mailing list PLEASE do read the posting guide! Received on Thu May 25 12:44:28 2006

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