Deal all R users,

I am getting a warning message "negative inverted hessian matrix element in:
mvBEKK.est(weekly.return.all, order = c(2, 1))" while I am using
mvBEKK.estlibrary to estimate time varying Covariance matrix using
Bivariate Garch.
Can anyone please tell me in details why I am getting this message and what
is the remedy for that?


Sincerely yours,
Arun

	[[alternative HTML version deleted]]

