[R] GARCH

[Patrick Burns]

Yes.  Probably the best approach is if you go to the Rmetrics website
http://www.rmetrics.org/

Patrick Burns

Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Tobias Muhlhofer wrote:

> Hi, everyone!
>
> Is there a function to do single-variable GARCH in R? If yes, what 
> library is it in?
>
> Thanks!
>     Toby