[R] R function to fit ARCH and GARCH models

[R. Michael Weylandt <michael.weylandt@gmail.com>]

Indeed -- many of them (find a recent post on Pat Burns Portfolio Probe blog for a comprehensive discussion) -- also see rugarch. 

Michael

On Aug 13, 2012, at 8:17 AM, Sajeeka Nanayakkara <nsajeeka at yahoo.com> wrote:

> Is there any R function to fit ARCH and GARCH models for univariate time series and to select the best model?
> 
> �
> Sajeeka Nanayakkara
>    [[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.