how I can perform Multivariate Garch analysis in R
Arun Kumar Saha wrote:
Dear aDVISOR, Hope I am not disturbing you. Can you tell me how I can perform Multivariate Garch analysis in R. Also please, it is my humble request let me know some resource materials on Multivariate Garch analysis itself.
You could try help.search("garch") or
RSiteSearch("garch")
But for me this only leads to univariate garch (at least two
implementations).
Kjetil
Sincerely yours,
--
Arun Kumar Saha, M.Sc.[C.U.]
S T A T I S T I C I A N [Analyst]
Transgraph Consulting [www.transgraph.com]
Hyderabad, INDIA
Contact # Home: +91-033-25558038
Office: +91-040-55755003
Mobile: 919849957010
E-Mail: arun.kumar.saha at gmail.com
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