search for: tp895062p1558332

Displaying 1 result from an estimated 1 matches for "tp895062p1558332".

2009 Jun 15
2
GARCH:: False Convergence
Dear R users, I am trying to use tseries' garch function in order to determine the volatility of a return series generated by quantmod. Here is the code that I am using: > library(quantmod) > getSymbols("AAPL") convert daily closing prices into continuous log returns > dret<-dailyReturn(AAPL,type='log') check to see that the autocorrelations decay >