[R] code a family of garch

Nongluck Klibbua Nongluck.Klibbua at newcastle.edu.au
Thu Aug 18 05:24:13 CEST 2005


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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