[R] GARCH

Patrick Burns pburns at pburns.seanet.com
Sat Apr 3 11:33:57 CEST 2004


 From a practical point of view, Carol Alexander's "Market Models"
might be about as good as it gets.

Patrick Burns

Burns Statistics
patrick at 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")

Wayne Jones wrote:

>Hi there fellow R-Users, 
>
>Can anyone recommend a good book on the theory and practice of applying
>GARCH models. 
>
>Also, does any one know of any R related subject material  in addition to
>library(tseries).
>
>Regards
>
>Wayne
>
>Dr Wayne R. Jones
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>KSS Limited
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