[R] GARCH(1,1) optimization with R
spencer.graves at pdf.com
Sun Aug 13 03:26:17 CEST 2006
RSiteSearch("garch", "functions") produced 21 hits, the first 10 of
which identified 'garch'-type capabilities in packages 'tseries',
'fSeries' and 'fOptions'.
Hope this helps.
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Patrick Zhang wrote:
> Hello all,
> Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
> 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,
> [[alternative HTML version deleted]]
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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