| 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 |
| User-agent: | Internet Messaging Program (IMP) 3.2.3 |
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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