Yes, I am studying the package with optimization packages Thanks you
On Wednesday, January 28, 2015 at 10:16:18 AM UTC+11, tshort wrote: > > Might be a good starting point: > > https://github.com/AndreyKolev/GARCH.jl > > > > On Tue, Jan 27, 2015 at 5:41 PM, <[email protected] <javascript:>> > wrote: > >> 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.. >>> >>> >
