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ARMA - ARCH - GARCH Model Fitting

May 29, 2013 at 10:43 AM
I am wondering whether I can use this library to fit GARCH/ARMA model and if I can compute likelihood test for that fit
I can't seem to be able to put my hands on the right methods

Thank you for any help/examples
Aug 27, 2014 at 1:14 PM
Hey,

I am really wondering if you ever found a solutions for this, I am also looking to implement the GARCH model for a small project of mine and just out of interest!

Greets