[R-SIG-Finance] (no subject)

[Jeff Ryan]

The old package mgarchBEKK is available one the quantmod site:

http://www.quantmod.com/download/mgarchBEKK/

It may or may not run, as I only hosted a copy for the sake of the
community (I never use it).

HTH
Jeff

On Sun, Jan 10, 2010 at 9:12 PM, weiwei liu <liuweiw_cuhk at hotmail.com> wrote:
>
> 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.
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com