[R] GARCH-like

Renato Costa
Fri, 23 May 2008 17:48:18 -0000

I need to change the code of Garch to the FCGARCH (a  non-linear
multi-regime GARCH).
I don't know nothing about R.
I'd like to know how can I get the code of the garch in order to change it
and make the fit for the FC-GARCH.
Any non-linear code will be helpfull because if doesn't help in the
programming it helps in getting familiar with R.

Thank you

Renato

--
PhD Student Renato Alencar Adelino da Costa (renato@ele.puc-rio.br)
Department of Electrical Engineering (Mathematical Finance)
Pontifical Catholic University (PUC-Rio)
Rua Marques de Sao Vicente, 225, Sala 604L
Gavea CEP: 22453-900
Rio de Janeiro
BRASIL
tel.:55-21-3527-1205

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