fGarch package

[Julija Cerovic Smolovic]

Dear Tobias,

I need to model my data by FIAPARCH and HYGARCH model for academic reasons
(writing paper for an academic journal), so I wanted to ask you if there is
any possibility to include these models in package fGarch. You noted in pdf
manual of this package that garchOxFit is no longer part of fGarch package,
and if interested to use, to contact you.

I hope you will respond me in a reasonable time.

Thank you in advance.

Best regards,
Julija Cerovic Smolovic
University of Montenegro
Faculty of Economics
Podgorica
 Jovana Tomasevica 37



-----Original Message-----
From: Martin Maechler [mailto:maechler at stat.math.ethz.ch] 
Sent: Thursday, November 10, 2016 5:45 PM
To: julija
Cc: yohan.chalabi at rmetrics.org; Tobias Setz; Rmetrics-core at r-project.org
Subject: Re: fGarch package

Dear Julija,

Diethelm tragically died much too early, this summer.
--> https://www.rmetrics.org/obituary

Tobias Setz (in CC), Ph.D. student of Diethelm, has been the main maintainer
of the "core" R-metrics packages recently.
I assume he will answer you.

Best regards,
Martin Maechler,
ETH Zurich


PS:

@Tobias, I have added you to the Rmetrics-core  mailing list.

@Yohan: You are *not* part of the Rmetrics-core list.
 	I can add you too.  Do you want to ?

@Andrew Ellis:  Are you getting these e-mail?  Do you want to
		stay on the list ?

>>>>> julija  <julija at ac.me>
>>>>>     on Thu, 10 Nov 2016 13:36:33 +0100 writes:

    > Dear Yohan, Deathelm and Rmetrics Core Team,
    > I need to model my data by FIAPARCH and HYGARCH model for academic 
    > reasons (writing paper for an academic journal), so I wanted to ask
you 
    > if there is any possibility to include these models in package fGarch.

    > You noted in pdf manual of this package that garchOxFit is no longer 
    > part of fGarch package, and if interested to use, to contact you.

    > I hope you will respond me in a reasonable time.

    > Thank you in advance.

    > Best regards,
    > Julija Cerovic Smolovic
    > University of Montenegro
    > Faculty of Economics
    > Podgorica
    > Jovana Tomasevica 37

    > _______________________________________________
    > Rmetrics-core mailing list
    > Rmetrics-core at r-project.org
    > https://stat.ethz.ch/mailman/listinfo/rmetrics-core


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