[R] Help on GARCH calculation

[Diethelm Wuertz]

stat stat wrote:

>Dear R-users,
>   
>  I am wondering if anyone can tell me how Garch coefficients are calculated in R. What is algorithm for that? If anyone give me a detail desceiption I will be very grateful.
>   
>  Thanks and Regards,
>  stat700004
>
>  
>
Goto www.rmetrics.org and download the white paper
GARCH Modelling in R .

regards Diethelm Wuertz



>thanks in advance
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