NONGLUCK KLIBBUA
2005-Feb-22 22:48 UTC
[R] Does R has the function for garch-t, gjr-garch, qgarch and egarch
Dear all, I would like to know that R has the function for garch-t,gjr- garch,qgarch and egarch. Best Regards, Luck
Vito Ricci
2005-Feb-23 08:36 UTC
[R] Re: Does R has the function for garch-t, gjr-garch, qgarch and egarch
Hi, see: - HestonNandiGarchFit(fOptions) Heston-Nandi Garch(1,1) Modelling - HestonNandiOptions(fOptions) Option Price for the Heston-Nandi Garch Option Model - GarchModelling(fSeries) Univariate GARCH Time Series Modelling - GarchDistributionFits(fSeries) Parameter Fit of a Distribution - garch(tseries) Fit GARCH Models to Time Series Best regards Vito You wrote: Dear all, I would like to know that R has the function for garch-t,gjr- garch,qgarch and egarch. Best Regards, Luck ====Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific learning process." George E. P. Box Top 10 reasons to become a Statistician 1. Deviation is considered normal 2. We feel complete and sufficient 3. We are 'mean' lovers 4. Statisticians do it discretely and continuously 5. We are right 95% of the time 6. We can legally comment on someone's posterior distribution 7. We may not be normal, but we are transformable 8. We never have to say we are certain 9. We are honestly significantly different 10. No one wants our jobs Visitate il portale http://www.modugno.it/ e in particolare la sezione su Palese http://www.modugno.it/archivio/palese/