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GARCH for random time grid

3 messages · Alec Schmidt, Eric Berger, Jason Hart

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I'd like to calculate GARCH-type volatility on a random grid using transaction prices and greatly appreciate pointers to the relevant hitherto research and software in free domain.
Thanks, Alec
1 day later
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Hi Alec,
Check out the CRAN task views for
a) Empirical Finance https://cran.r-project.org/web/views/Finance.html
and
b) Time Series: https://cran.r-project.org/web/views/TimeSeries.html

In each of the above if you search for 'garch' (or GARCH) you will
find many pointers to what is available on CRAN, the central
repository for R packages.

HTH,
Eric
On Fri, Nov 22, 2019 at 4:54 PM Alec Schmidt <aschmid1 at stevens.edu> wrote:
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Thanks for sharing Eric.  A lot of neat packages in here that I wasn?t aware of

Sent from my iPhone