[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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