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Are there multivariate GARCH packages in R?
2 messages · John, David Winsemius
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