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

[Jason Hart]

Thanks for sharing Eric.  A lot of neat packages in here that I wasn’t aware of

Sent from my iPhone

> On Nov 23, 2019, at 1:36 PM, Eric Berger <ericjberger using gmail.com> wrote:
> 
> Hi Alec,
> Check out the CRAN task views for
> a) Empirical Finance https://cran.r-project.org/web/views/Finance.html
> and
> 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.
> 
> HTH,
> Eric
> 
>> 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
>> 
>>        [[alternative HTML version deleted]]
>> 
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