[R-SIG-Finance] rugarch

Jesper Hybel Pedersen jesperhybel at hotmail.com
Sat Jun 8 22:45:03 CEST 2013


I recently used the rugarch package for a Bachelor project and spent a lot of time
browsing the net, various helpfiles and reading the reference manual and vignette. So I thought
I might do a small example on some estimation and forecasting which perhaps could be of help to others at my own level. 
I do not really have any place to publish the example and anyway the vignette says “drop me a note” and although I realize this
is probably intended for publishing fellow researcher here is a note and a thank you for a great package which I had a lot of fun getting to
know.

Best regards Jesper Hybel
Student of Economics Copenhagen University
Sorry if I am somehow misusing the mailing list.
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