Try the gogarch package too - it's great.

2010/1/11 Jeff Ryan <jeff.a.ryan@gmail.com>

> 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@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.
> >
> > _________________________________________________________________
> >
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>
>
> --
> Jeffrey Ryan
> jeffrey.ryan@insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>
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