Message-ID: <4224A93F.8000709@pdf.com>
Date: 2005-03-01T17:41:19Z
From: Spencer Graves
Subject: GARCH
In-Reply-To: <42247C31.9030007@lse.ac.uk>
I just got 163 hits from "www.r-project.org" -> search -> "R site
search" -> garch. The first hit mentioned package "tseries". The
second also mentioned "fSeries", "fOptions".
hope this helps.
spencer graves
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