On 09/28/2012 10:40 AM, Serdar Neslihanoglu wrote:
Can you suggest any package for multi-factor GARCH ?
I already suggested rmgarch. you'll need to be more specific if there's something I'm missing here.
-- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
