Hello, On 7/15/09, Andriy Fetsun <fet...@googlemail.com> wrote: > Could you please help me with EGARCH and GJR? > Do you mean JGR [1]? If so, install it and try running your code in it. Unless you bump into very specific issues, it should work. Liviu
[1] http://cran.r-project.org/web/packages/JGR/index.html ______________________________________________ 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.
