[R] Re: Does R has the function for garch-t, gjr-garch, qgarch and egarch

Vito Ricci vito_ricci at yahoo.com
Wed Feb 23 09:36:02 CET 2005


Hi,

see: 

- HestonNandiGarchFit(fOptions)                       
Heston-Nandi Garch(1,1) Modelling
- HestonNandiOptions(fOptions)
Option Price for the Heston-Nandi Garch Option        
               Model
- GarchModelling(fSeries)
Univariate GARCH Time Series Modelling
- GarchDistributionFits(fSeries)
Parameter Fit of a Distribution
- garch(tseries)          
Fit GARCH Models to Time Series

Best regards
Vito




You wrote:

Dear all,
I would like to know that R has the function for
garch-t,gjr-
garch,qgarch and egarch.
Best Regards,
Luck

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