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R function to fit ARCH and GARCH models
3 messages · Sajeeka Nanayakkara, John Kerpel, michael.weylandt at gmail.com (R. Michael Weylandt
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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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