garchOxFit request

Yohan Chalabi chalabi at
Thu Mar 3 10:59:20 CET 2011


thanks for your message.

The garchOxFit interface has not been updated for a while and used to work with older ox versions.

If you explore the svn repos of fGarch on r-forge, you should be able to find the interface to oxGarch.


On Feb 25, 2011, at 6:06 AM, Shawn X. Yin wrote:

> Hello,
> I am a graduate student at Columbia University. I am doing a project about volatility forecast. I find garchOxFit which was in fGarch package would be extremely helpful to my research. Could I obtain garchOxFit?
> Thanks,
> Shawn X. Yin
> Graduate Student at IEOR,
> Columbia University,
> New York,NY 10027
> _______________________________________________
> Rmetrics-core mailing list
> Rmetrics-core at

PhD candidate
Swiss Federal Institute of Technology

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