[R] how I can perform Multivariate Garch analysis in R

[Kjetil Brinchmann Halvorsen]

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
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>