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1. Splus Finmetrics Mgarch (1,1) mean equation (score: 1): Author: "Abhilash Sreekumar Nair" <abhilash@iitb.ac.in>; Date: Mon, 25 Jul 2005 19:52:02 +0530 (IST); Dear All, I am trying to model conditional Capital Asset pricing model following Giorgio DeSantis and Bruno Gerard (1997). I am using the mgarch function of SPlus Finmetrics. Now the Y (Rit)in my mod; /archives/html/s-news/2005-07/msg00132.html (7,814 bytes)

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