[R] GARCH(1,1) optimization with R

[Spencer Graves]

	  RSiteSearch("garch", "functions") produced 21 hits, the first 10 of 
which identified 'garch'-type capabilities in packages 'tseries', 
'fSeries' and 'fOptions'.

	  Hope this helps.
	  Spencer Graves
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Patrick Zhang wrote:
>  Hello all,
> 
> Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
> VB.NET<http://vb.net/>.
> It involves optimization of a three-variate function with some constraints.
> Learned from Wilmott.com <http://wilmott.com/> that R might be able to do it
> but have no idea how.  Could anyone help me out please.  Thanks in advance.
> 
> Additional info:
> 1. Tried calling Excel Solver from within my web application - it works fine
> except that Excel.exe won't go away from task manager although the Quit()
> method has been used;
> 2. Also tried running (Process.Start) a separate console application that
> calls Excel Solver from the code, getting error message: The application
> failed to initialize properly (0xc0000142).
> Any thought of an alternative?
> 
> Best wishes,
> Pat
> 
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> 
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