garchOxFit request

[Yohan Chalabi]

Hi,

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 https://r-forge.r-project.org/scm/viewvc.php/?root=rmetrics, you should be able to find the interface to oxGarch.

Regards,
Yohan




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
> 
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