EGARCH/TGARCH
On Fri, 2011-05-20 at 16:51 +0200, Emmanuel Senyo wrote:
I am wondering how we can carry out EGARCH and TGARCH analysis in R. Please, any assistance. Thanks
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Have you looked at
RSiteSearch('garch')
?
Or the task view?
http://cran.r-project.org/web/views/Finance.html
Regards,
- Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock