mgarch
First of all, thanks so much! In fact I had looked at the site before. But, that site leads me to the following site: http://www.vsthost.com/vstDocs/mgarchBEKK/ but it was not clear to me where I can find the package to download & compile. Is there some special website I need go to in order to download the package? Thanks again! -Young
On Dec 24, 2007, at 3:33 PM, Wensui Liu wrote:
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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