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5 messages · weiwei liu, Robert Iquiapaza, Jeff Ryan +2 more

Original
Robert Iquiapaza
# 
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)
Jeff Ryan
# 
The old package mgarchBEKK is available one the quantmod site:

http://www.quantmod.com/download/mgarchBEKK/

It may or may not run, as I only hosted a copy for the sake of the
community (I never use it).

HTH
Jeff
On Sun, Jan 10, 2010 at 9:12 PM, weiwei liu <liuweiw_cuhk at hotmail.com> wrote:

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Pfaff, Bernhard Dr.
    

    

      
      #
    

  


  

      
For the sake of completeness, there is also the package 'gogarch' available on CRAN and R-Forge.

Best,
Bernhard 

 |>  -----Original Message-----
 |>  From: r-sig-finance-bounces at stat.math.ethz.ch 
 |>  [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf 
 |>  Of Jeff Ryan
 |>  Sent: Tuesday, January 12, 2010 5:39 AM
 |>  To: weiwei liu
 |>  Cc: r-sig-finance at stat.math.ethz.ch
 |>  Subject: Re: [R-SIG-Finance] (no subject)
 |>  
 |>  The old package mgarchBEKK is available one the quantmod site:
 |>  
 |>  http://www.quantmod.com/download/mgarchBEKK/
 |>  
 |>  It may or may not run, as I only hosted a copy for the sake of the
 |>  community (I never use it).
 |>  
 |>  HTH
 |>  Jeff
 |>  
 |>  On Sun, Jan 10, 2010 at 9:12 PM, weiwei liu

        
|>  <liuweiw_cuhk at hotmail.com> wrote:

        
|>  >
 |>  > 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]]
 |>  >
 |>  >
 |>  > _______________________________________________
 |>  > R-SIG-Finance at stat.math.ethz.ch mailing list
 |>  > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
 |>  > -- Subscriber-posting only. If you want to post, subscribe first.
 |>  > -- Also note that this is not the r-help list where 
 |>  general R questions should go.
 |>  >
 |>  
 |>  
 |>  
 |>  -- 
 |>  Jeffrey Ryan
 |>  jeffrey.ryan at insightalgo.com
 |>  
 |>  ia: insight algorithmics
 |>  www.insightalgo.com
 |>  
 |>  _______________________________________________
 |>  R-SIG-Finance at stat.math.ethz.ch mailing list
 |>  https://stat.ethz.ch/mailman/listinfo/r-sig-finance
 |>  -- Subscriber-posting only. If you want to post, subscribe first.
 |>  -- Also note that this is not the r-help list where 
 |>  general R questions should go.
 |>  
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