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@timelyportfolio
timelyportfolio / garch in plot.xts panel.r
Created August 17, 2012 21:43
plot.xts and rugarch
#install.packages("xtsExtra", repos="http://R-Forge.R-project.org")
require(quantmod)
require(rugarch)
require(xtsExtra) #if you get an error, see first line and install from r-forge
getSymbols("DEXJPUS",src="FRED")
DEXJPUS<-1/to.weekly(DEXJPUS)
ugarch.panel <- function(index,x,type,cex,col,pch,...){