Dear R-users, I am wondering if anyone can tell me how Garch coefficients are calculated in R. What is algorithm for that? If anyone give me a detail desceiption I will be very grateful. Thanks and Regards, stat700004 thanks in advance --------------------------------- [[alternative HTML version deleted]]
stat stat wrote:>Dear R-users, > > I am wondering if anyone can tell me how Garch coefficients are calculated in R. What is algorithm for that? If anyone give me a detail desceiption I will be very grateful. > > Thanks and Regards, > stat700004 > > >Goto www.rmetrics.org and download the white paper GARCH Modelling in R . regards Diethelm Wuertz>thanks in advance > >--------------------------------- > > > [[alternative HTML version deleted]] > >______________________________________________ >R-help at stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > >