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marginal model with AR-t-GARCH model

Xiaochen Sun 
Dear list,
 
I am now dealing with the time series data from electricity market, regarding the marginal modelling I wonder how to fit data with AR-t-GARCH model in R or S-plus.
 
Many thanks.
 
With regards
Mc

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Xiaochen Sun marginal model with AR-t-GARCH model Aug 22 Joe W. Byers marginal model with AR-t-GARCH model Aug 22 Diethelm Wuertz marginal model with AR-t-GARCH model Aug 24