chalabi at phys.ethz.ch
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 https://r-forge.r-project.org/scm/viewvc.php/?root=rmetrics, you should be able to find the interface to oxGarch.
On Feb 25, 2011, at 6:06 AM, Shawn X. Yin wrote:
> 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?
> Shawn X. Yin
> Graduate Student at IEOR,
> Columbia University,
> New York,NY 10027
> Rmetrics-core mailing list
> Rmetrics-core at r-project.org
Swiss Federal Institute of Technology
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