[R] Garch in the mean

[Liviu Andronic]

On Mon, Jun 21, 2010 at 3:48 PM, Aaron Plavnick/MSINVESTORS
<Aaron.Plavnick at msinvestors.com> wrote:
> I was wondering if anyone knew how to fit a series using a Garch-M (Garch
> in the mean) model. From what I gathered from the documentation, it does
>
Perhaps rgarch [1]? Also, you might get better help if you were
posting to r-sig-finance.
Liviu

[1] http://rgarch.r-forge.r-project.org/