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1. [S] GARCH(1,1) model (score: 1)
Author: "Hoon Kim" <hoon@andrew.cmu.edu>
Date: Sat, 24 Apr 1999 13:49:53 -0400
Dear S-plus users I am running a GARCH(1,1) model on S-plus version 3.4 for Sun SPARC and GARCH module. I tried to run garch model on quarterly ROE(return on equity) of a firm. The number of observat
/archives/html/s-news/1999-04/msg00222.html (10,075 bytes)

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