Dear All,

I want to estimate Bivariate Garch Model using MGARCHBEKK package. I am not
able to understand some part of the command this function.

mvBEKK.est(eps=lrdata, order = c(1,1), params = NULL,
fixed = NULL, method = "BFGS", verbose = F)

Here what exactly the eps refers to ? It would be really useful if somebody
can suggest me the meaning.

With regards,
Upananda

-- 


You may delay, but time will not.


Research Scholar
alternative mail id: upani@iitkgp.ac.in
Department of HSS, IIT KGP
KGP

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