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
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