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

Eric Berger er|cjberger @end|ng |rom gm@||@com
Sat Nov 23 19:35:57 CET 2019

Hi Alec,
Check out the CRAN task views for
a) Empirical Finance https://cran.r-project.org/web/views/Finance.html
b) Time Series: https://cran.r-project.org/web/views/TimeSeries.html

In each of the above if you search for 'garch' (or GARCH) you will
find many pointers to what is available on CRAN, the central
repository for R packages.


On Fri, Nov 22, 2019 at 4:54 PM Alec Schmidt <aschmid1 using stevens.edu> wrote:
> 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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