[R] Estimate garch model by GMM

[Sarah Goslee]

Hi,

The very useful search engine rseek.org lists a lot of packages,
functions, and tutorials for Garch modeling in R. Perhaps some of
those meet your requirements.

Sarah

On Wed, Jul 8, 2020 at 3:02 PM Osama Mostafa <osama78hefny using gmail.com> wrote:
>
> Dear Professors
>
>
>
> Hope this e-mail find you well. I am currently doing my Masters in
> statistics and econometrics and my thesis is about the Properties and
> Estimation of Garch Models and their applications I need to know if it is
> to possible to estimate Garch model by Generalized Method of Moments
> <http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf>
>
>  (GMM) method using R . and If it possible I need a example of it by coding
>
>
>
> My sincere regards,
>
> ossama
>
>         [[alternative HTML version deleted]]
>
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-- 
Sarah Goslee (she/her)
http://www.numberwright.com