[R] GARCH

Spencer Graves spencer.graves at pdf.com
Tue Mar 1 18:41:19 CET 2005


      I just got 163 hits from "www.r-project.org" -> search -> "R site 
search" -> garch.  The first hit mentioned package "tseries".  The 
second also mentioned "fSeries", "fOptions". 

      hope this helps. 
      spencer graves

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




More information about the R-help mailing list