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Message-ID: <s3048c0c.055@MC-GWDOM2.newcastle.edu.au>
Date: 2005-08-18T03:24:13Z
From: Nongluck Klibbua
Subject: code a family of garch

Dear R-helpers,

I was wondering if anyone has or knows someone who might have an
implementation
of algorithm for estimating garcht-t, egarch and gjr models. I try to
use Fseries but I don't know how to code these models.  
Thanks a million in advance,
Sincerely,
Nongluck