TAR
If you do implement the TAR estimation in R, I would be very interested in seeing it. Jeff Med Venlig Hilsen | Yours sincerely Jeffrey Todd Lins | Director - Quantitative Analysis Saxo Bank A/S | Smakkedalen 2 | DK-2820 Gentofte Company phone: +45 39 77 40 00 | Direct phone: +45 39 77 40 81 | Fax number: +45 39 77 42 00 Please visit our website at: http://www.saxobank.com <http://www.saxobank.com/> This email may contain confidential and/or privileged inform...{{dropped}}