Subject: [R] URGENT! {ARCH ?}

Adrian Trapletti adrian at
Wed May 16 09:05:06 CEST 2001

>   {manually approved by list maintainer;
>     my filter caught this as potential spam because of too many "!"s ..}
> Please, could any one advise me about which is the best package to use
> ARCH/GARCH analysis of financial time series.  Would it be the TSeries
> or the dse/Multivariate time series packages. Or any other? Which is
> best?

Within R only tseries contains a routine for fitting (univariate) GARCH


Dr.  Adrian Trapletti,  Olsen  &  Associates Ltd.
Seefeldstrasse 233, CH-8008  Zürich,  Switzerland
Phone: +41 (1) 386 48 47   Fax: +41 (1) 422 22 82
E-mail: adrian at  WWW:

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