[R-sig-finance] Multivariate GARCH

DERUAZ Alexandre adz at ubp.ch
Mon Dec 13 14:20:00 CET 2004


Hello everybody.
 
I found a thread on multivariate GARCH in archives, asking if something
was being developped.
Any news since then ?
 
Is there any code available for some bivariate GARCH model fitting ?
 
Many thanks
 
Alexandre

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