[R] ARCH-M, EGARCH

[jerome.feraud@ensimag.imag.fr]

Hi,

I would like to know if there are R packages in order to fit ARIMA models
with ARCH-M and EGARCH variance specifications. I know packages tseries,
stats, nlme where I found functions : arima.sim, arima, garch. But it's
not enough for me. I need to study ARCH-m and EGARCH. Thank you very much
for your help.

Best regards,

Jerome.