[R] Garch in a model with explanatory variables

Carlo Fezzi fezzi at stat.unibo.it
Fri Jul 8 16:24:08 CEST 2005

Dear helpers,

does anyone know a function to fit a model with:

- y mean that is regressed on a set of explanatory variables

- y variace behaving as a garch or as a garch in mean

Thank you so much for your help,


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