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egarch
2002 Apr 15
0
eGRACH
Sorry for my ignorance. But does anyone know a package that includes EGRACH.
tseries only includes GARCH.
Thanks for your help.
Benjamin
--
"Rowe's Rule: The odds are five to six that the light at the end of
the tunnel is the headlight of an oncoming train." --Paul Dickson
GMX - Die Kommunikationsplattform im Internet.
http://www.gmx.net
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