Skip to content
Prev 77616 / 398506 Next

MGARCH estimation

Krishna Kumar 
Hi R-users

Can the users let me know how to do MGARCH estimate (Bivariate GARCH)
and volatility forecast for 2 variables in R.

thanks and regards

snvk

Thread (3 messages)

Krishna Kumar MGARCH estimation Sep 21 Patrick Burns MGARCH estimation Sep 21 Vehbi Sinan Tunalioglu MGARCH estimation Sep 22