Message-ID: <DA16D034-9953-4989-9F6E-AE239B961D75@gmail.com>
Date: 2012-08-13T15:39:07Z
From: michael.weylandt at gmail.com (R. Michael Weylandt
Subject: R function to fit ARCH and GARCH models
In-Reply-To: <1344871068.25944.YahooMailNeo@web162303.mail.bf1.yahoo.com>
Indeed -- many of them (find a recent post on Pat Burns Portfolio Probe blog for a comprehensive discussion) -- also see rugarch.
Michael
On Aug 13, 2012, at 8:17 AM, Sajeeka Nanayakkara <nsajeeka at yahoo.com> wrote:
> Is there any R function to fit ARCH and GARCH models for univariate time series and to select the best model?
>
> ?
> Sajeeka Nanayakkara
> [[alternative HTML version deleted]]
>
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