GARCH MODELLING-garchoxfit()

[Diethelm Wuertz]

Bwayo, Andrew M. wrote:

Sorry,
we do not longer support it, but on the CRAN Archive you can find older 
versions of the code (which may be outdated).

Diethelm
> Dear Sir/Madam
>
> I would like to use the function garchoxFit() from the OX GARCH for my thesis research . I am specifically interested in the EGARCH and GJR GARCH. I realise it is no longer available in the FGARCH package.Could you please advice me what i need to do to get it.
>
> i am new to R and i was comparing the log likelihood values for the standard garch(1,1) with those from an book example and the R values are significantly lower( Excel,Eviews,Matlab=13000 compared to my R value of 10500). Is this because of the ARCH parameter - 'mu'?
>
>  Thanks in advance.
> Andrew
>
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