[R-SIG-Finance] (no subject)

[Pfaff, Bernhard Dr.]

For the sake of completeness, there is also the package 'gogarch' available on CRAN and R-Forge.

Best,
Bernhard 

 |>  -----Original Message-----
 |>  From: r-sig-finance-bounces at stat.math.ethz.ch 
 |>  [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf 
 |>  Of Jeff Ryan
 |>  Sent: Tuesday, January 12, 2010 5:39 AM
 |>  To: weiwei liu
 |>  Cc: r-sig-finance at stat.math.ethz.ch
 |>  Subject: Re: [R-SIG-Finance] (no subject)
 |>  
 |>  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.
 |>  >
 |>  > _________________________________________________________________
 |>  >
 |>  > m HotmailŽ.
 |>  >
 |>  > 
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 |>  >
 |>  > _______________________________________________
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 |>  
 |>  
 |>  
 |>  -- 
 |>  Jeffrey Ryan
 |>  jeffrey.ryan at insightalgo.com
 |>  
 |>  ia: insight algorithmics
 |>  www.insightalgo.com
 |>  
 |>  _______________________________________________
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 |>  
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