fGarch package

Martin Maechler maechler at stat.math.ethz.ch
Thu Nov 10 17:44:42 CET 2016


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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