[R-SIG-Finance] (no subject)

[Robert Iquiapaza]

For mgarch: An R Package for MGARCH Processes
try at
http://mgarch.sourceforge.net/
and
http://www.agrocampus-ouest.fr/math/useR-2009/slides/Schmidbauer+Tunalioglu+Roesch.pdf

Robert
--------------------------------------------------
From: "weiwei liu" <liuweiw_cuhk at hotmail.com>
Sent: Monday, January 11, 2010 1:12 AM
To: <r-sig-finance at stat.math.ethz.ch>
Subject: [R-SIG-Finance] (no subject)

>
> Hi, every one!
>
> I am looking for an package for multivariate garch mode. I know there were 
> two package named "mgarch" and "garchBEKK", however I cann't find them 
> anywhere.
>
> Could you tell me where I can find them OR there is any other package for 
> multivariate garch model.
>
> Thanks very much.
>
> m Hotmail®.
>
> cial-network-basics.aspx?ocid=PID23461::T:WLMTAGL:ON:WL:en-xm:SI_SB_4:092
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