Displaying 2 results from an estimated 2 matches for "ukech".
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mech
2005 Jun 03
1
GARCH (1 , 1), Hill estimator of alpha, Pareto estimator
...found in: data("DAX_CAC")
>dax<- diff(log(DAX_CAC$DAX[1:1865]))
>m1<- garch(dax)
Error: couldn't find function "garch"
>m1<- garch(dax[1:1865])
Error: couldn't find function "garch"
>m1<- garch(dax[1:1865])
Thank you in advance,
Ukech U. kidi
2005 Jun 03
0
RE: GARCH (1 , 1), Hill estimator of alpha, Pareto estimator]
Ukech U. Kidi wrote:
> dax<- diff(log(DAX_CAC$DAX[1:1865]))
> m1<- garch(dax)
> Error: couldn't find function "garch"
> m1<- garch(dax[1:1865])
> Error: couldn't find function "garch"
> m1<- garch(dax[1:1865])
I am sorry, but I forgot...