[R] Multivariate GARCH Package

[andrew]

in the seond link on the pdf you have cited is

http://www.vsthost.com/vstDocs/mgarchBEKK/

HTH.

On Mar 4, 1:52 pm, Mohammad Sabr <mohammad_s... at yahoo.com> wrote:
> Good day everyone,
>  
> I tried to find a multivariate GARCH package and failed to find one. Although when I searched R I found the following link which describes the package:
>  http://www.r-project.org/user-2006/Slides/Schmidbauer+Tunalioglu.pdf
>  
> can any one help me with this issue.
>  
> Thank you in advance
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.