R help - Feb 2013 - About multivariate GARCH: DVEC and BEKK

Dear All,

   I attempted to fit a DVEC and a BEKK multivariate GARCH model, but am
wondering which package to use.

  1. I tried to use "rmgarch" package in R, but I couldn't find
the
subroutines for DVEC and BEKK.

  2. I tried to find "rmgarch" package of R, which is not located on
the
official R site. This is the latest version I can find, where the programs
were uploaded 2 years ago.

    https://github.com/vst/mgarch/downloads

    Are there later versions? Is there a manual on the functions?

   Thanks,

Miao

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