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How to identify structural breaks in GARCH?
Rick Xu
·
Dec 8, 2006
·
r-help
hi all, I am trying to find some break points in GARCH model. Is there any function for it? any suggestion is appreciated! Thanks Rick ____________________________________________________________________________________ Cheap talk?
how to forecast the GARCH volatility?
Rick Xu
·
Nov 19, 2006
·
r-help
Dear All, I have loaded package(tseries), but when I run predict.garch(...) R tells me could not find function "predict.garch", however ?predict.garch shows me something. I am confused about this. How can I forecast garch volatility? I...
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