[R] Other models of GARCH
edd at debian.org
Tue Jul 11 14:55:35 CEST 2006
On Tue, Jul 11, 2006 at 07:41:58AM +0100, Sumanta Basak wrote:
> Can you please tell me whether "R" can handle other type GARCH models
> like, FIGARCH, E-GARCH, JGR-GARCH etc? Any particular help for these
> kind of models?
Yes R (no need to quote it) can: if you provide a (log-)likelihood function,
R can use its optimisers to find those parameter that maximise this
In case you really wanted to ask if these are pre-programmed for you, then
the answer is no.
Hell, there are no rules here - we're trying to accomplish something.
-- Thomas A. Edison
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