[R] Multivariate GARCH Package

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Wed Mar 4 09:47:26 CET 2009

Dear Mohammad,

have a look at the finance task view on CRAN:
(Dirk has nicely updated this page recently). 

In addition, Patrick Burns provides a recipe for PC-GARCH models on his web-site: 


>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:
>can any one help me with this issue.
>Thank you in advance
>	[[alternative HTML version deleted]]
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