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SQ-Garch(1,1)

To: s-news@lists.biostat.wustl.edu
Subject: SQ-Garch(1,1)
From: A Alexandridis <s0349455@sms.ed.ac.uk>
Date: Thu, 29 Jul 2004 12:35:29 +0100
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I'd like to ask if anyone knows how i can use SQ-Garch(1,1) in S-Plus
(Square-root Garch (1,1)). I know that S-plus and finmetrics deal with lot of
garch models like egarch or pgarch but sg-garch is not one of them. If anyone
knows please let me know.

Thank You


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