[R] GARCH

[Patrick Burns]

 From a practical point of view, Carol Alexander's "Market Models"
might be about as good as it gets.

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")

Wayne Jones wrote:

>Hi there fellow R-Users, 
>
>Can anyone recommend a good book on the theory and practice of applying
>GARCH models. 
>
>Also, does any one know of any R related subject material  in addition to
>library(tseries).
>
>Regards
>
>Wayne
>
>Dr Wayne R. Jones
>Senior Statistician / Research Analyst
>KSS Limited
>St James's Buildings
>79 Oxford Street
>Manchester M1 6SS
>Tel: +44(0)161 609 4084
>Mob: +44(0)7810 523 713
>
>
>
>
>KSS Ltd
>Seventh Floor  St James's Buildings  79 Oxford Street  Manchester  M1 6SS  England
>Company Registration Number 2800886
>Tel: +44 (0) 161 228 0040	Fax: +44 (0) 161 236 6305
>mailto:kssg at kssg.com		http://www.kssg.com
>
>
>The information in this Internet email is confidential and m...{{dropped}}
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>
>  
>