[R-SIG-Finance] How to obtain the algorithm for garch() and garchFit() functions?

AparnaRoy tnahpster at gmail.com
Sun Sep 22 13:06:28 CEST 2013


Hi,

I am looking for a function that allows me to do garch (p,q) modelling with
selective lags only for 

p and q[Refer to Query 2]. But, since I couldn’t find such a function, I am
trying to alter the code 

for the above said functions to fit my need and hence, need the algorithm
used in the above said 

functions. 

How could I access the algorithms on which these functions were modelled?
Could someone please 

help me with that? Thanks. Any help would be greatly appreciated. Thanks.



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