[R] Is it possible to use EGARCH and GJR in R?

[Liviu Andronic]

Hello,

On 7/15/09, Andriy Fetsun <fetsun at googlemail.com> wrote:
>   Could you please help me with EGARCH and GJR?
>
Do you mean JGR [1]? If so, install it and try running your code in
it. Unless you bump into very specific issues, it should work.
Liviu

[1] http://cran.r-project.org/web/packages/JGR/index.html