Am 20.10.2010 16:51, schrieb Giuseppe Grillo:> HI! I'm student of university and i need an example (an application) of
Multivariate GARCH model for replicate it in my thesis. It's better with
model CCC e DCC.
>
> Best Regards
> Giuseppe
>
> for answer: bepperozzano at hotmail.com
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
First of:
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
And your problem was, again?
A number of hints: read the relevant papers, then come up with something
to apply it to - finance data are a favorite - then get it working with
e. g. the rgarch or fgarch packages. If you have any problems in the
actual application, this list - or R Finance - might help you.
If this should prove too much work for you, you should ask yourself if
university is really for you.
HTH
Owe
--
Owe Jessen
Nettelbeckstr. 5
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post at owejessen.de
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