[R-SIG-Finance] problems in GJR-GARCH with t-disrtibuted error terms in SAS

Jeff Ryan jeff.a.ryan at gmail.com
Thu Nov 19 19:06:51 CET 2009

For R ... via google...


And SAS questions don't belong on an R list. About as off-topic as on
could conceive.


On Thu, Nov 19, 2009 at 11:28 AM, KAUSHIK BHATTACHARJEE
<kabonline07 at yahoo.com> wrote:
> Actually I am trying to fit an asymetric GARCH model in SAS ..and finding problems...I want to discuss..but I know this is a forum for R. so  any erstwhile sas-expert...whom I can talk to?
> Kaushik Bhattacharjee
>        [[alternative HTML version deleted]]
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Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics

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