Message-ID: <422495E9.9080506@pburns.seanet.com>
Date: 2005-03-01T16:18:49Z
From: Patrick Burns
Subject: GARCH
In-Reply-To: <42247C31.9030007@lse.ac.uk>
Yes. Probably the best approach is if you go to the Rmetrics website
http://www.rmetrics.org/
Patrick Burns
Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")
Tobias Muhlhofer wrote:
> Hi, everyone!
>
> Is there a function to do single-variable GARCH in R? If yes, what
> library is it in?
>
> Thanks!
> Toby