On Tue, Jul 11, 2006 at 07:41:58AM +0100, Sumanta Basak wrote:
> Can you please tell me whether "R" can handle other type GARCH models
> like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these
> kind of models?
Yes R (no need to quote it) can: if you provide a (log-)likelihood funct
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Subject: Other models of GARCH
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Hi All,
Can you please tell me whether "R" can handle other type GARCH models like,
FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these kind of models?
Thanks,
Sumanta Basak.
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