[R] Estimate garch model by GMM

Bert Gunter bgunter@4567 @end|ng |rom gm@||@com
Wed Jul 8 22:06:59 CEST 2020

Well, as a first suggestion, you should improve your research skills before
posting here: A web search on "garch models in R" came up with what looked
like many useful hits (including rugarch).

See also the GARCH section of the CRAN Time Series CRAN task view


Also read the posting guide for this list linked below to learn how to post
properly (for example, post in plain text, not HTML, which can get mangled).

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Wed, Jul 8, 2020 at 12:02 PM Osama Mostafa <osama78hefny using gmail.com>

> Dear Professors
> Hope this e-mail find you well. I am currently doing my Masters in
> statistics and econometrics and my thesis is about the Properties and
> Estimation of Garch Models and their applications I need to know if it is
> to possible to estimate Garch model by Generalized Method of Moments
> <http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf>
>  (GMM) method using R . and If it possible I need a example of it by coding
> My sincere regards,
> ossama
>         [[alternative HTML version deleted]]
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.

	[[alternative HTML version deleted]]

More information about the R-help mailing list