[R] How to identify structural breaks in GARCH?

Rick Xu stonexu1984 at yahoo.com
Sat Dec 9 06:06:38 CET 2006

Previous message: [R] Problem of Running Simulations for Monte Carlo Spatial Segregation Test using Spatialkernel Package
Next message: [R] Simulation with R
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

hi all, I am trying to find some break points in GARCH
model. Is there any function for it? any suggestion is
appreciated!

Thanks

Rick


 
____________________________________________________________________________________
Cheap talk?

Previous message: [R] Problem of Running Simulations for Monte Carlo Spatial Segregation Test using Spatialkernel Package
Next message: [R] Simulation with R
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-help mailing list