From a practical point of view, Carol Alexander's "Market Models"
might be about as good as it gets.
Patrick Burns
Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")
Wayne Jones wrote:
>Hi there fellow R-Users,
>
>Can anyone recommend a good book on the theory and practice of applying
>GARCH models.
>
>Also, does any one know of any R related subject material in addition to
>library(tseries).
>
>Regards
>
>Wayne
>
>Dr Wayne R. Jones
>Senior Statistician / Research Analyst
>KSS Limited
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>Tel: +44(0)161 609 4084
>Mob: +44(0)7810 523 713
>
>
>
>
>KSS Ltd
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6SS England
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>Tel: +44 (0) 161 228 0040 Fax: +44 (0) 161 236 6305
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>
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