Well, as a first suggestion, you should improve your research skills before
posting here: A web search on "garch models in R" came up with what looked
like many useful hits (including rugarch).
See also the GARCH section of the CRAN Time Series CRAN task view
https://CRAN.R-project.org/view=TimeS
Hi,
The very useful search engine rseek.org lists a lot of packages,
functions, and tutorials for Garch modeling in R. Perhaps some of
those meet your requirements.
Sarah
On Wed, Jul 8, 2020 at 3:02 PM Osama Mostafa wrote:
>
> Dear Professors
>
>
>
> Hope this e-mail find you well. I am current
Dear Professors
Hope this e-mail find you well. I am currently doing my Masters in
statistics and econometrics and my thesis is about the Properties and
Estimation of Garch Models and their applications I need to know if it is
to possible to estimate Garch model by Generalized Method of Moments
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