[R-SIG-Finance] multivariate garch

Brian G. Peterson brian at braverock.com
Tue Dec 25 20:56:31 CET 2007

Jeff Ryan wrote:
> Topic was visited during October (and before...)
> The current version (if 2006 is current) of the software in the link
> that Brian provided is broken.  To get it working required a little
> bit of source editing.  Conveniently I posted the fix back then as
> well.  I have the edited source which I can also post on quantmod.com
> or email for those interested (assuming that is within the license -
> of which I have not checked).
> Either way, the link provides the fix.
> https://stat.ethz.ch/pipermail/r-sig-finance/2007q4/001833.html

License: GPL

so you may distribute your changes freely, including here.


   - Brian

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