Here to download:
http://yishuo.cos.name/?p=327

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YiShuo
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YiShuo Deng 
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School of Statistics,
Central University of Finance and Economics, Haidian District ,Beijing, 100081, China





在2010-04-15 16:53:11，Sarbo <cmdr_rogue@hotmail.com> 写道：
>Use the "RSiteSearch" function in R; the question itself has been
>addressed a few times before in this forum. Please see, for instance,
>the "mgarchBEKK" package.
>
>On Thu, 2010-04-15 at 16:06 +0800, 浜旀湀娌�wrote:
>
>> dear all!
>> I want to know which package can be used to estimate BEKK model?Where can I find and download it? And how to do LR test about coefficient with BEKK model?
>> Thank you!
>> 
>> 
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