Re: [R] Other models of GARCH

2006-07-11 Thread Dirk Eddelbuettel
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

[R] Other models of GARCH

2006-07-10 Thread Sumanta Basak
- Find out what India is talking about on Yahoo! Answers India. --- Begin Message --- Subject: Other models of GARCH To: R HELP MIME-Version: 1.0 Content-Type: multipart/alternative; boundary="0-1656081585-1147428333=:42419" Con

[R] Other models of GARCH

2006-05-12 Thread SUMANTA BASAK
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. - What makes Sachin India's highest paid sp