[R] Multivariate GARCH Package

[Pfaff, Bernhard Dr.]

Dear Mohammad,

have a look at the finance task view on CRAN:
http://cran.at.r-project.org/web/views/Finance.html
(Dirk has nicely updated this page recently). 

In addition, Patrick Burns provides a recipe for PC-GARCH models on his web-site: 
http://www.burns-stat.com/pages/Working/multgarchuni.pdf


HTH,
Bernhard

>
>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
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>
>
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