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

Brian G. Peterson brian at braverock.com
Sun Apr 11 15:38:17 CEST 2010

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 
1> easy to give you an answer, or
2> interesting enough to put some actual effort into solving your problem.


    - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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