fGarch package
julija
julija at ac.me
Thu Nov 10 13:36:33 CET 2016
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
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