Also see the most excellent rmgarch package from A*lexios Ghalanos *available
here:

https://r-forge.r-project.org/R/?group_id=339




On Thu, Feb 23, 2012 at 9:41 AM, vnatanel <vnatanelov@gmail.com> wrote:

> Dear Marcin,
>
>
> This document should clarify your questions:
>
> http://www.google.be/url?sa=t&rct=j&q=ccgarch%3A%20an%20r%20package%20for%20building%20multivariate%20garch&source=web&cd=1&ved=0CCMQFjAA&url=http%3A%2F%2Fhhs.diva-portal.org%2Fsmash%2Fget%2Fdiva2%3A320449%2FFULLTEXT02&ei=8V1GT_uDDcLq8QOWyqSwDg&usg=AFQjCNE36DZu4qWOK-5AlZXhlDaT_sZ1sg&sig2=Z-dnG2bprPpL1FxtAuUCeA
>
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/DCC-GARCH-model-tp3524387p4414223.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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