[R-SIG-Finance] Need help with my Code for complex GARCH (GJR-GARCH)

[Brian G. Peterson]

On Sun, 2011-11-27 at 04:43 -0800, Lin23 wrote:
> i want to estimate a complex GARCH-model (see below). 
> http://r.789695.n4.nabble.com/file/n4112387/GJR_Garch.png  

Is there a reason that the GJR GARCH functionality in the fGarch or
rgarch packages doesn't fit your requirements?

Don't you think it might be faster to start with the code in one of
those packages and extend it, rather than starting from scratch?

Regards,

   - Brian

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