[R] Analysing CPI inflation by the fractionally integrated ARFIMA-STVGARCH model

[Sebastian Kruk]

Hi, are there any library to estima a fractionally integrated
ARFIMA-STVGARCH model? You can read about it in
http://www.greqam.fr/IMG/working_papers/2008/2008-36.pdf

Thanks,

Sebastián.