[R-SIG-Finance] RUGARCH variance targeting issue

R. Michael Weylandt <michael.weylandt@gmail.com> michael.weylandt at gmail.com
Wed Jun 27 17:44:07 CEST 2012


It's on R-forge: googling r-forge and rugarch should get you there, but you might need to build from source to get the bleeding edge. It usually takes r-forge about a day to build, but it can be unpredictable. Details in another recent thread on this list. 

Best,
Michael

On Jun 27, 2012, at 10:32 AM, "stoyan.stoyanov" <s.n.stoyanov at gmail.com> wrote:

> No worries. Does this mean that I should just not use variance targeting
> until the revision is out? I am actually trying to build something quite
> applied using the package, so I would be very happy if I could get my hands
> on a recent revision. Is one available anywhere?
> 
> Thank you,
> Stoyan
> 
> -----
> Stoyan Stoyanov
> The University of Chicago Booth School of Business
> MBA Class of 2013
> (312) 532-0120 | stoyanov at chicagobooth.edu
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