[R] Multivariate GARCH Package

andrew andrewjohnroyal at gmail.com
Wed Mar 4 07:42:10 CET 2009


in the seond link on the pdf you have cited is

http://www.vsthost.com/vstDocs/mgarchBEKK/

HTH.

On Mar 4, 1:52 pm, Mohammad Sabr <mohammad_s... at yahoo.com> wrote:
> Good day everyone,
>  
> I tried to find a multivariate GARCH package and failed to find one. Although when I searched R I found the following link which describes the package:
>  http://www.r-project.org/user-2006/Slides/Schmidbauer+Tunalioglu.pdf
>  
> can any one help me with this issue.
>  
> Thank you in advance
>         [[alternative HTML version deleted]]
>
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