[R-SIG-Finance] How to fit BEKK model with R?

[Brian G. Peterson]

邓一硕 wrote:
> 
> Hi,all.
> I want to know how to fit BEKK model with R?
> Thanks!

I think you'll need to be more exact than this.

BEKK models have been discussed in this list in the past, so there will be some 
information in the list archives.

- What have you tried?

- How do the available list archives, packages, and examples not work for you?

- Where is the description of what you are trying to accomplish (in more than 
11 words) and the accompanying code.

We can't help you until you give someone on this list enough information to be 
either:
1> easy to give you an answer, or
2> interesting enough to put some actual effort into solving your problem.

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock