Am 20.10.2010 16:51, schrieb Giuseppe Grillo:
HI! I'm student of university and i need an example (an application) of
Multivariate GARCH model for replicate it in my thesis. It's better with model
CCC e DCC.
Best Regards
Giuseppe
for answer: bepperozz...@hotmail.com
[[alternative HTML version deleted]]
______________________________________________
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.
First of:
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
And your problem was, again?
A number of hints: read the relevant papers, then come up with something
to apply it to - finance data are a favorite - then get it working with
e. g. the rgarch or fgarch packages. If you have any problems in the
actual application, this list - or R Finance - might help you.
If this should prove too much work for you, you should ask yourself if
university is really for you.
HTH
Owe
--
Owe Jessen
Nettelbeckstr. 5
24105 Kiel
p...@owejessen.de
http://privat.owejessen.de
______________________________________________
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.
