search for: egrach

Displaying 1 result from an estimated 1 matches for "egrach".

Did you mean: 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 -.-.-.-.-.-.-...