[R] Does R have EGARCH modeling function?

[Spencer Graves]

	  I just got 39 hits for RSiteSearch("egarch").  The one that looks to 
me like it comes the closest to answering your question is 
"http://finzi.psych.upenn.edu/R/Rhelp02a/archive/49245.html".

	  I don't know the definition of egarch, but I would expect that it 
would not be too hard to program if you know the definition.  You could 
read the source code for some of the other GARCH-type functions, find 
one that's moderately close, and modify it.

	  hope this helps.
  	  Spencer Graves

Michael wrote:
> I've downloaded fSeries, but looks like it just has an interface to OX(TM)
> Garch Modeling Software,and that OX(TM) software package is not free.
> 
> So where can I find an EGARCH function that is truely usable?
> 
> Thanks a lot!
> 
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