- Category:
- Algorithm
- Tags:
-
- File Size:
- 14kb
- Update:
- 2018-01-28
- Downloads:
- 1 Times
- Uploaded by:
- 冰冰11
Description: > da=read.table("d-ibm-0110.txt",header=T)
> xt=-log(da$return+1)
> install.packages("fGarch")
> library(fGarch)
> m1=garchFit(~garch(1,1),data=xt,trace=F)
> m1
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| Filename | Size | Date |
|---|
| VaR、ES.docx | 17981 | 2018-01-28 |
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