[R] S+ code for stochastic volatility models

Karmei Tang
Fri, 04 Jun 2004 12:50:10 -0000

I am trying to run a simple GARCH model with an extra exogenous variable
in the conditional variance equation; and would like to seek some advice
on how to do this in the standard S+ package.



And also, would anyone happen to have the S+ code for running Hull and
White's (1987) stochastic volatility simulation model?



Thanks v much


	[[alternative HTML version deleted]]