Dear Sir/Madam,May I know if there is any function that estimates the ARCH or GARCH models based on truncated likelihood?
Thanks, Helen ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
