[R] Are there multivariate GARCH packages in R?

David Winsemius dwinsemius at comcast.net
Tue Feb 19 02:29:22 CET 2013

On Feb 18, 2013, at 5:16 PM, jpm miao wrote:

> Hi ,
>   Are there any multivariate GARCH package (e.g., BEKK) in R?
>   I do see a few "projects" constructing multivariate GARCH package, but
> wonder if there is anyone that is ready for use.

What efforts have you made at searching? In particular have you tried the `findFn` function in package sos?

David Winsemius
Alameda, CA, USA

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