[R-SIG-Finance] rugarch

Alexios Ghalanos alexios at 4dscape.com
Sun Jun 9 00:50:28 CEST 2013


Brilliant piece of work Jesper. Thanks for sharing and giving back to the community.

Best,
Alexios

On Jun 9, 2013, at 0:36, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:

> Quite the contrary, this is an outstanding use of the list. 
> 
> Thanks for contributing to the community!
> 
> Jeff
> 
> Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com
> 
> www.lemnica.com
> 
> On Jun 8, 2013, at 3:45 PM, "Jesper Hybel Pedersen" <jesperhybel at hotmail.com> wrote:
> 
>> 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.
>> <an example in rugarch.pdf>
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