[R-SIG-Finance] garchOxFit

[Yohan Chalabi]

>>>> "BO" == Bastian Offermann <bastian2507hk at yahoo.co.uk>
>>>> on Mon, 27 Oct 2008 03:07:33 +0100

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

Dear Bastian,

garchOxFit has been removed from fGarch because it needs to be updated.

Unfortunately nobody volunteered to do it, so we decided to remove it.

If you are fine with the old fGarch package, I would recommend you to
use it. You can get it from the archive section of CRAN.
 
If you are interested to update the garchOxFit, we can give you some
support in doing so.

regards,
Yohan

-- 
PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch