[R-SIG-Finance] Package for BEKK Multivariate GARCH

[DEBASISH MAITRA]

I am Debasish Maitra from Institute of Management Technology (IMT) , India.
I am looking for multivariate GARCH package for R. I have also downloaded
one package (mgarchBEKK_0.07-8) but it is not running on R
(warning-NAMESPACE is missing). The package for mgarch (or BEKK) is also
not available on R-cran.

It would be of great help if you kindly send me the package which would
help in my research projects.



Thanking you,

With regards,

Debasish Maitra

	[[alternative HTML version deleted]]