[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...

https://stat.ethz.ch/pipermail/r-help/2008-April/158763.html

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

Jeff

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]]
>
>
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



More information about the R-SIG-Finance mailing list