
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 Hotmail®.

cial-network-basics.aspx?ocid=PID23461::T:WLMTAGL:ON:WL:en-xm:SI_SB_4:092
	[[alternative HTML version deleted]]

