[R] Newbie problem with ox package

Jim Lindsey james.lindsey at luc.ac.be
Wed Apr 17 18:20:44 CEST 2002

> HI,
> I need urgently garch and egarch models. After looking through the R mail
> archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an Ox

That is a package for Ox by a colleague of mine here in Liege.

The gar function in my repeated library does the standard Engle arch
models, for normal and a selection of other distributions. Nothing
very fancy.
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