[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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