[R-SIG-Finance] multivariate garch

[Brian G. Peterson]

Brian G. Peterson wrote:
> YOUNG CHO wrote:
>> Does R have a package for multivariate garch models, BEKK or VECH ?  
>> Some functions like mgarch in splus, is what I am searching for.
>>
>> Thanks so much for help in advance.
> 
> Have you tried the 'mgarch' or 'mgarchBEKK' packages?

Sorry, not on CRAN, so I suppose a link would help:

http://www.vsthost.com/pages/RStuff.php

Regards,

    - Brian