[R-SIG-Finance] TGARCH

Michael Zak michael at zak.li
Thu Oct 30 20:18:04 CET 2008


Hi there

Is there a solution how to use TGARCH in R? As far as I know, there is  
no such function in R. With ARCH/GARCH I don't have a problem to find  
and use it, but TGARCH?

Thank you, Michael Zak



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