Hi Jase, Good to see you on Julia. Regarding GarchM, I'm fairly certain this doesn't exist yet. As Andreas has said, there isn't much time-series econometrics on Julia yet at all. I'm planning on adding some capabilities over the next few months, e.g. dependent bootstraps and hopefully some ARIMA functions, but in general it will probably be a fairly slow process. For now, if you're after pre-packaged conditional volatility models, you will still probably need R or Kevin Sheppard's Matlab toolbox. If you want to work in Julia, you can call R functions using the following package: https://github.com/lgautier/Rif.jl
Perhaps this is an option? Cheers mate, Colin On Tuesday, 27 January 2015 16:17:01 UTC+11, Jung Soo Park wrote: > > > Is there any way I can have the code for "Garch in Mean" or GarchM please > > Thank you.. > >
