[R-SIG-Finance] Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch

alexios ghalanos alexios at 4dscape.com
Sat Sep 7 19:59:20 CEST 2013


Leopoldo,

Usually you would just need to type:

install.packages("rmgarch", repos="http://R-Forge.R-project.org")

However, the current check/build cycle is taking a very long time. Email
me off-list with details of your O/S and R version and I will send you
the package.

Regards,

Alexios


On 07/09/2013 14:48, leopoldo.catania wrote:
> Hi Alexios, in the last post you were talking about this page ?
> 
> https://r-forge.r-project.org/R/?group_id=1721
> <https://r-forge.r-project.org/R/?group_id=1721>  
> 
> Sorry about the question but I don't know how r-forge works, I should be
> able to download the package from there when it will be available? I usually
> take packages from CRAN.
> 
> Regards,
> Leopoldo Catania
> 
> 
> 
> --
> View this message in context: http://r.789695.n4.nabble.com/Fitting-a-DCC-GARCH-with-more-than-one-external-regressor-per-single-process-using-rmgarch-tp4675275p4675596.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
> 
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
> 
>



More information about the R-SIG-Finance mailing list