subject:"\[R\] GARCH\(1,1\) optimization with R"

Re: [R] GARCH(1,1) optimization with R

2006-08-12 Thread Spencer Graves

RSiteSearch("garch", "functions") produced 21 hits, the first 10 of which identified 'garch'-type capabilities in packages 'tseries', 'fSeries' and 'fOptions'. Hope this helps. Spencer Graves p.s. You might get better and quicker help from this listserve if your p

[R] GARCH(1,1) optimization with R

2006-08-09 Thread Patrick Zhang

Hello all, Trying to implement GARCH(1,1) with ASP.NET and VB.NET. It involves optimization of a three-variate function with some constraints. Learned from Wilmott.com that R might be able to do it but have no idea how. Could anyone help me