Yes. Probably the best approach is if you go to the Rmetrics website http://www.rmetrics.org/
Patrick Burns
Burns Statistics [EMAIL PROTECTED] +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and "A Guide for the Unwilling S User")
Tobias Muhlhofer wrote:
Hi, everyone!
Is there a function to do single-variable GARCH in R? If yes, what library is it in?
Thanks! Toby
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