[R-SIG-Finance] GARCH for random time grid

Alec Schmidt @@chm|d1 @end|ng |rom @teven@@edu
Fri Nov 22 15:53:32 CET 2019

I'd like to calculate GARCH-type volatility on a random grid using transaction prices and greatly appreciate pointers to the relevant hitherto research and software in free domain.
Thanks, Alec

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