Might be a good starting point: https://github.com/AndreyKolev/GARCH.jl
On Tue, Jan 27, 2015 at 5:41 PM, <colintbow...@gmail.com> wrote: > Hi Jase, > > Good to see you on Julia. Regarding GarchM, I'm fairly certain this > doesn't exist yet. As Andreas has said, there isn't much time-series > econometrics on Julia yet at all. I'm planning on adding some capabilities > over the next few months, e.g. dependent bootstraps and hopefully some > ARIMA functions, but in general it will probably be a fairly slow process. > For now, if you're after pre-packaged conditional volatility models, you > will still probably need R or Kevin Sheppard's Matlab toolbox. If you want > to work in Julia, you can call R functions using the following package: > https://github.com/lgautier/Rif.jl > > Perhaps this is an option? > > Cheers mate, > > Colin > > On Tuesday, 27 January 2015 16:17:01 UTC+11, Jung Soo Park wrote: >> >> >> Is there any way I can have the code for "Garch in Mean" or GarchM please >> >> Thank you.. >> >>
