[R-SIG-Finance] marginal model with AR-t-GARCH model

Xiaochen Sun Xiaochen.Sun at brunel.ac.uk
Tue Aug 22 12:17:13 CEST 2006

Dear list,
I am now dealing with the time series data from electricity market, regarding the marginal modelling I wonder how to fit data with AR-t-GARCH model in R or S-plus.
Many thanks.
With regards

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