[R-SIG-Finance] garchFit with fSeries

Yohan Chalabi chalabi at phys.ethz.ch
Wed Nov 26 18:33:12 CET 2008


>>>> "IH" == "Im, Haekyung" <haekyung.im at credit-suisse.com>
>>>> on Wed, 26 Nov 2008 11:55:20 -0500

   IH> Hi,
   IH>  
   IH> does garchFit function come with fSeries package? I installed the
   IH> package but can't find the function.
   IH>  
   IH> Thanks,
   IH> Haky


garchFit is part of the fGarch package.

regards,
Yohan

-- 
PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch



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