[R] fitting an AR-TAR-GARCH MODEL

[aleda]

I am trying to fit the model above.
I know how to do for an AR-GARCH , but I do not know how to use the TAR
function , I do not know if it is possible to use a TAR-GARCH formula for
the variance in the garchOxFit command.

With many thanks,
Adela Popescu.
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