Request: Garch Ox Fit extension of fGARCH

Yohan Chalabi chalabi at phys.ethz.ch
Wed Feb 1 14:03:48 CET 2012


Hi Tristan,

the garchOx interface is not available anymore. You can find the old interface in the history of svn repository (r-forge). However the interface has not been updated to the latest version of garchOx.

HTH,
Yohan

On 20 janv. 2012, at 01:58, Linke, Tristan wrote:

> Dear all
> 
> As suggested in the fGarch user outline (updated Jan 2012) I contact you to ask whether it is possible to get access to Garch Ox Fit for fitting e.g. GJR-Garch models in R. I'm a student at Lancaster university.
> 
> Thanks a lot in advance.
> 
> Kind regards
> Tristan Linke
> 
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> 
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