I recently used the rugarch package for a Bachelor project and spent a lot of time browsing the net, various helpfiles and reading the reference manual and vignette. So I thought I might do a small example on some estimation and forecasting which perhaps could be of help to others at my own level. I do not really have any place to publish the example and anyway the vignette says ?drop me a note? and although I realize this is probably intended for publishing fellow researcher here is a note and a thank you for a great package which I had a lot of fun getting to know. Best regards Jesper Hybel Student of Economics Copenhagen University Sorry if I am somehow misusing the mailing list. -------------- next part -------------- An HTML attachment was scrubbed... URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130608/91b6cb9d/attachment.html> -------------- next part -------------- A non-text attachment was scrubbed... Name: an example in rugarch.pdf Type: application/pdf Size: 266710 bytes Desc: not available URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130608/91b6cb9d/attachment.pdf>
rugarch
3 messages · Jesper Hybel Pedersen, Jeff Ryan, Alexios Ghalanos
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Brilliant piece of work Jesper. Thanks for sharing and giving back to the community. Best, Alexios
On Jun 9, 2013, at 0:36, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
Quite the contrary, this is an outstanding use of the list. Thanks for contributing to the community! Jeff Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com www.lemnica.com On Jun 8, 2013, at 3:45 PM, "Jesper Hybel Pedersen" <jesperhybel at hotmail.com> wrote:
I recently used the rugarch package for a Bachelor project and spent a lot of time browsing the net, various helpfiles and reading the reference manual and vignette. So I thought I might do a small example on some estimation and forecasting which perhaps could be of help to others at my own level. I do not really have any place to publish the example and anyway the vignette says ?drop me a note? and although I realize this is probably intended for publishing fellow researcher here is a note and a thank you for a great package which I had a lot of fun getting to know. Best regards Jesper Hybel Student of Economics Copenhagen University Sorry if I am somehow misusing the mailing list. <an example in rugarch.pdf>
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