[R-sig-finance] some doubts in garch models

[Spencer Graves]

	  I just got 21 hits from RSiteSearch("GARCH", "function"), including 
the following:
	  http://finzi.psych.upenn.edu/R/library/fSeries/html/00Index.html

http://finzi.psych.upenn.edu/R/library/tseries/html/00Index.html

http://finzi.psych.upenn.edu/R/library/fOptions/html/00Index.html

	  Si esto no está suficiently, favor de leer el posting guide! 
"www.R-project.org/posting-guide.html".  Cuando no puedo yo entender 
bien su pregunta, tengo dificutades en mis intentos para servirle.

	  Spencer Graves

Ricardo Zambrano Aguilera wrote:

> Hi everyone i need some help , and a have a few questions....
> 
> 
> i´m looking for an alghoritm to simulate garch process, (especially garch(1,1))
> somebody can help me??
> 
> 
> i need to know if our software has the Lagrange multiplier test of Engle to test for conditional heteroscedasticity??
> saludos
> ricardo
> 
> i need to Extract Standardized Residuals from a garch model, to test all the properties...it´necessary or i commit a mistake, because it´s already standarized?? 
> 
> 
> to get the data into (for analize...) garch process, always their Kurtosis must be larger than 3??
> 
> thxs
> 
> 
> greetings 
> ricardo zambrano (ricardo.zambrano at corpbanca.cl)
> 
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