Dear Sir/Madam, May I know if there is any function that estimates the ARCH or GARCH models based on truncated likelihood? Thanks, Helen ______________________________________________ R-help@r-project.org mailing list 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.
- [R] estimators based on Truncated likelihood helen . yu
- [R] estimators based on Truncated likelihood helen . yu
- Re: [R] estimators based on Truncated likelihood Yohan Chalabi