[R-SIG-Finance] Multi-factor GARCH model

Brian G. Peterson brian at braverock.com
Fri Sep 28 17:58:42 CEST 2012

On 09/28/2012 10:40 AM, Serdar Neslihanoglu wrote:
> Can you suggest any package for multi-factor GARCH ?

I already suggested rmgarch.  you'll need to be more specific if there's 
something I'm missing here.

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

More information about the R-SIG-Finance mailing list