[R-SIG-Finance] IGARCH?

Spencer Graves spencer.graves at pdf.com
Sat Feb 23 20:37:21 CET 2008

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Hi, All: 

      What facilities are available in R for IGARCH estimation -- apart 
from "GarchOxInterface {fGarch}", which seems to require separate 
purchase and installation of Ox. 

      Thanks,
      Spencer Graves

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