[R-SIG-Finance] garchOxFit

Bastian Offermann bastian2507hk at yahoo.co.uk
Mon Oct 27 03:07:33 CET 2008


hello everyone,

the garchOxFit functions seem to have been removed from the fGarch 
package. Does anybody know how to get the package/interface? Especially, 
I need a function to estimate EGARCH and TGARCH models and could not 
find any other package for this purpose. Thanks in advance.

regards

Bastian Offermann



More information about the R-SIG-Finance mailing list