[R] MGARCH estimation

[Patrick Burns]

There is a Burns Statistics working paper that describes
an approach to getting multivariate garch when only
univariate garch estimates are available.

Patrick Burns
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")

Krishna wrote:

>Hi R-users
>
>Can the users let me know how to do MGARCH estimate (Bivariate GARCH)
>and volatility forecast for 2 variables in R.
>
>thanks and regards
>
>snvk
>
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