Hi, The very useful search engine rseek.org lists a lot of packages, functions, and tutorials for Garch modeling in R. Perhaps some of those meet your requirements.
Sarah On Wed, Jul 8, 2020 at 3:02 PM Osama Mostafa <osama78he...@gmail.com> wrote: > > Dear Professors > > > > Hope this e-mail find you well. I am currently doing my Masters in > statistics and econometrics and my thesis is about the Properties and > Estimation of Garch Models and their applications I need to know if it is > to possible to estimate Garch model by Generalized Method of Moments > <http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf> > > (GMM) method using R . and If it possible I need a example of it by coding > > > > My sincere regards, > > ossama > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Sarah Goslee (she/her) http://www.numberwright.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
