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

Hello,

RsiteSearch('garch')

require(sos)
findFn('garch')

HTH,
Pascal

Le 06/02/2013 16:50, jpm miao a ?crit :
Hi everyone,

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

    Is there any GARCH package in R?

    Thanks,

Miao

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

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