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Do we have GARCH-in-mean VAR in R?
2 messages · John, Pascal Oettli
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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