[R] code a family of garch

[Spencer Graves]

	  Since I have not seen a reply to this post, I will attempt a brief 
comment:

	  1.  I got nothing from 'RSiteSearch("garcht-t")'.

	  2.  I got 33 hits from 'RSiteSearch("egarch")'.  Have you looked at 
these?  If not, you might find something useful there.

	  3.  'RSiteSearch("gjr")' produced 13 hits, many to earlier posts from 
you.  Have you seen the following two:
http://finzi.psych.upenn.edu/R/library/fSeries/html/A2-GarchModelling.html
http://finzi.psych.upenn.edu/R/library/fSeries/html/A3-GarchOxModelling.html

	  4.  Have you looked at the posting guide! 
"http://www.R-project.org/posting-guide.html"?  It is my impression that 
questions following the posting guide process generally get quicker and 
more useful answers than other questions.  The reason is simple:  It is 
generally easier for people to understand the question, test ideas, as 
reply usefully and succinctly in a few brief minutes.

	  spencer graves

Nongluck Klibbua wrote:

> Dear R-helpers,
> 
> I was wondering if anyone has or knows someone who might have an
> implementation
> of algorithm for estimating garcht-t, egarch and gjr models. I try to
> use Fseries but I don't know how to code these models.  
> Thanks a million in advance,
> Sincerely,
> Nongluck
> 
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Spencer Graves, PhD
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