(no subject)
For mgarch: An R Package for MGARCH Processes try at http://mgarch.sourceforge.net/ and http://www.agrocampus-ouest.fr/math/useR-2009/slides/Schmidbauer+Tunalioglu+Roesch.pdf Robert -------------------------------------------------- From: "weiwei liu" <liuweiw_cuhk at hotmail.com> Sent: Monday, January 11, 2010 1:12 AM To: <r-sig-finance at stat.math.ethz.ch> Subject: [R-SIG-Finance] (no subject)
Hi, every one! I am looking for an package for multivariate garch mode. I know there were two package named "mgarch" and "garchBEKK", however I cann't find them anywhere. Could you tell me where I can find them OR there is any other package for multivariate garch model. Thanks very much. m Hotmail?. cial-network-basics.aspx?ocid=PID23461::T:WLMTAGL:ON:WL:en-xm:SI_SB_4:092 [[alternative HTML version deleted]]