Indeed -- many of them (find a recent post on Pat Burns Portfolio Probe blog for a comprehensive discussion) -- also see rugarch.
Michael On Aug 13, 2012, at 8:17 AM, Sajeeka Nanayakkara <nsaje...@yahoo.com> wrote: > Is there any R function to fit ARCH and GARCH models for univariate time > series and to select the best model? > > � > Sajeeka Nanayakkara > [[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. ______________________________________________ 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.
