> {manually approved by list maintainer;
> my filter caught this as potential spam because of too many
"!"s ..}
>
> URGENT!!!
> Please, could any one advise me about which is the best package to use
> ARCH/GARCH analysis of financial time series. Would it be the TSeries
> or the dse/Multivariate time series packages. Or any other? Which is
> best?
Within R only tseries contains a routine for fitting (univariate) GARCH
models.
Adrian
--
Dr. Adrian Trapletti, Olsen & Associates Ltd.
Seefeldstrasse 233, CH-8008 Z?rich, Switzerland
Phone: +41 (1) 386 48 47 Fax: +41 (1) 422 22 82
E-mail: adrian at olsen.ch WWW: http://www.olsen.ch
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