rugarch

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rugarch

JesperHybel
I recently used the rugarch package for a Bachelor project and spent a lot of time
browsing the net, various helpfiles and reading the reference manual and vignette. So I thought
I might do a small example on some estimation and forecasting which perhaps could be of help to others at my own level.
I do not really have any place to publish the example and anyway the vignette says “drop me a note” and although I realize this
is probably intended for publishing fellow researcher here is a note and a thank you for a great package which I had a lot of fun getting to
know.
 
Best regards Jesper Hybel
Student of Economics Copenhagen University
Sorry if I am somehow misusing the mailing list.

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an example in rugarch.pdf (356K) Download Attachment
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Re: rugarch

Jeffrey Ryan
Quite the contrary, this is an outstanding use of the list.

Thanks for contributing to the community!

Jeff

Jeffrey Ryan    |    Founder    |    [hidden email]

www.lemnica.com

On Jun 8, 2013, at 3:45 PM, "Jesper Hybel Pedersen" <[hidden email]> wrote:

> I recently used the rugarch package for a Bachelor project and spent a lot of time
> browsing the net, various helpfiles and reading the reference manual and vignette. So I thought
> I might do a small example on some estimation and forecasting which perhaps could be of help to others at my own level.
> I do not really have any place to publish the example and anyway the vignette says “drop me a note” and although I realize this
> is probably intended for publishing fellow researcher here is a note and a thank you for a great package which I had a lot of fun getting to
> know.
>  
> Best regards Jesper Hybel
> Student of Economics Copenhagen University
> Sorry if I am somehow misusing the mailing list.
> <an example in rugarch.pdf>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
        [[alternative HTML version deleted]]


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Re: rugarch

alexios
Brilliant piece of work Jesper. Thanks for sharing and giving back to the community.

Best,
Alexios

On Jun 9, 2013, at 0:36, Jeff Ryan <[hidden email]> wrote:

> Quite the contrary, this is an outstanding use of the list.
>
> Thanks for contributing to the community!
>
> Jeff
>
> Jeffrey Ryan    |    Founder    |    [hidden email]
>
> www.lemnica.com
>
> On Jun 8, 2013, at 3:45 PM, "Jesper Hybel Pedersen" <[hidden email]> wrote:
>
>> I recently used the rugarch package for a Bachelor project and spent a lot of time
>> browsing the net, various helpfiles and reading the reference manual and vignette. So I thought
>> I might do a small example on some estimation and forecasting which perhaps could be of help to others at my own level.
>> I do not really have any place to publish the example and anyway the vignette says “drop me a note” and although I realize this
>> is probably intended for publishing fellow researcher here is a note and a thank you for a great package which I had a lot of fun getting to
>> know.
>>
>> Best regards Jesper Hybel
>> Student of Economics Copenhagen University
>> Sorry if I am somehow misusing the mailing list.
>> <an example in rugarch.pdf>
>> _______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> -- Subscriber-posting only. If you want to post, subscribe first.
>> -- Also note that this is not the r-help list where general R questions should go.
>
>    [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.