R help - Feb 2013 - Are there multivariate GARCH packages in R?

Hi ,

   Are there any multivariate GARCH package (e.g., BEKK) in R?

   I do see a few "projects" constructing multivariate GARCH package,
but
wonder if there is anyone that is ready for use.

   Thanks,

Miao

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On Feb 18, 2013, at 5:16 PM, jpm miao wrote:
> Hi ,
> 
>   Are there any multivariate GARCH package (e.g., BEKK) in R?
> 
>   I do see a few "projects" constructing multivariate GARCH
package, but
> wonder if there is anyone that is ready for use.

What efforts have you made at searching? In particular have you tried the
`findFn` function in package sos?
-- 

David Winsemius
Alameda, CA, USA