From augusto.costa at phd.iag.puc-rio.br  Thu Sep 28 22:58:56 2017
From: augusto.costa at phd.iag.puc-rio.br (AUGUSTO COSTA)
Date: Thu, 28 Sep 2017 13:58:56 -0700 (MST)
Subject: [datatable-help] Sentana and Wadhwani model in R
Message-ID: <1506632336520-0.post@n4.nabble.com>

Hi,

I am trying to implement the Sentana and Wadhwani (1992) model for feedback
trading in R. Is there any related model already implemented, either in
rugarch or in fGarch packages?
Thanks in advance.
Best Regards,
Augusto Costa



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