Message-ID: <1305904910.27623.16.camel@brian-desktop>
Date: 2011-05-20T15:21:50Z
From: Brian G. Peterson
Subject: EGARCH/TGARCH
In-Reply-To: <BANLkTinoGP0x6kO2zQwj=tOKSvKx6qdXew@mail.gmail.com>
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