mgarch
Hi, Young, pls see if attached is what you are looking for. http://www.google.com/search?q=m-garch&domains=r-project.org&sitesearch=r-project.org&btnG=Google+Search
On 12/24/07, Young Cho <young.stat at gmail.com> wrote:
Is there a package or function for multivariate garch model in R? I am
having a hard time in locating one. Thanks for help in advance.
-Young
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=============================== WenSui Liu Statistical Project Manager ChoicePoint Precision Marketing (http://spaces.msn.com/statcompute/blog)