R: garch models in octave

[Riccardo Corradini]

Hi,
I think you may use E4 toolbox on this website
http://www.ucm.es/info/icae/e4/
I think you may use most of the code under gnu octave
You should build on you own a replica of rsf2csf.m
But for the rest works perfectly.
Please let me know if I may assist you or give further help.
Bests
Riccardo Corradini

--- Mar 11/5/10, Kamaraju S Kusumanchi <address@hidden> ha scritto:

Da: Kamaraju S Kusumanchi <address@hidden>
Oggetto: garch models in octave
A: address@hidden
Data: Martedì 11 maggio 2010, 12:21

Is there any octave code available to fit a Garch(p,q) model to some given
data? I see that octave has arch_fit. But nothing for GARCH models
http://en.wikipedia.org/wiki/GARCH#GARCH .

thanks for any pointers
raju

--
Kamaraju S Kusumanchi
http://malayamaarutham.blogspot.com/

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