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acquaint
2004 Aug 02
1
Estimating EGARCH processes with R
Hallo,
I am a student specializing statistics and econometrics in germany. I know there is a way to program EGARCH-processes (time series analyses) in R.
If you are ackquainted with statistics already you know that there is nothing but a theorethical use of GARCH-Package in R. Not only because the distribution is gaussian, but also because the skewdness and leptokurthosis are not quite good estimated.
Matlab Toolbox for estimating EGARCH-processes "GARCH 2.0.2"...