[R] GARCH IN THE MEAN Model in R
zoe_zhang
1987.zhangxi at gmail.com
Fri Jul 22 08:45:29 CEST 2011
Dear All,
Sorry to bother. I'd like to estimate GARCH-M( GARCH IN THE MEAN) model. And
find that a package called rgarch could help. But I always can't instal
rgarch package successfully. I posted my problems and got some suggestions
but still failed. Does any one knows other method that could do GARCH-M
model?
I appreciate your time and help!
Cheers,
Xi
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