[R] Any GARCH-in-mean Implementation?

Vehbi Sinan Tunalioglu vst at vsthost.com
Thu Apr 15 11:10:09 CEST 2010


Dear All,

Is there any GARCH-M implementation in R? I checked tseries and fGarch
packages and could not find yet.

Thanks in advance and Kind Regards,
Vehbi Sinan

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