[R-SIG-Finance] GARCH(1,1)-M

Stefan Schiman stefan.schiman at gmx.at
Sat Oct 13 12:13:44 CEST 2007


Dear colleagues,

How can I estimate a GARCH(1,1)-M-model (i.e. a Garch-in-mean-model) 
with the usual garch-command?

Thanks!



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