[R] GARCH models

lord12 trexinsd at yahoo.com
Wed Oct 6 03:27:21 CEST 2010


I know in the API the formula for GARCH can be:
garch(1,1) and arma(2,1)+apaarch(1,1). Are there any other possibilities for
GARCH models or are these the only two models? 
 
-- 
View this message in context: http://r.789695.n4.nabble.com/GARCH-models-tp2957125p2957125.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list