Dear Sir/Madam

I would like to use the function garchoxFit() from the OX GARCH for my thesis research . I am specifically interested in the EGARCH and GJR GARCH. I realise it is no longer available in the FGARCH package.Could you please advice me what i need to do to get it.

i am new to R and i was comparing the log likelihood values for the standard garch(1,1) with those from an book example and the R values are significantly lower( Excel,Eviews,Matlab=13000 compared to my R value of 10500). Is this because of the ARCH parameter - 'mu'?

 Thanks in advance.
Andrew

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