[R-SIG-Finance] EGARCH/TGARCH

[Brian G. Peterson]

On Fri, 2011-05-20 at 16:51 +0200, Emmanuel Senyo wrote:
> I am wondering how we can carry out EGARCH and TGARCH analysis in R.
> Please, any assistance.
> Thanks

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Have you looked at 

RSiteSearch('garch')

?

Or the task view?

http://cran.r-project.org/web/views/Finance.html

Regards,

  - Brian

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Brian G. Peterson
http://braverock.com/brian/
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