[R] Do we have GARCH-in-mean VAR in R?

Pascal Oettli kridox at ymail.com
Wed Feb 6 09:16:48 CET 2013


Hello,

RsiteSearch('garch')

require(sos)
findFn('garch')

HTH,
Pascal


Le 06/02/2013 16:50, jpm miao a écrit :
> Hi everyone,
>
>     Do we have GARCH-in-mean VAR in R?
>
>     Is there any GARCH package in R?
>
>     Thanks,
>
> Miao
>
> 	[[alternative HTML version deleted]]
>
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