Displaying 2 results from an estimated 2 matches for "multgarchuni".
2007 Apr 02
2
Multivariate GARCH model in R
Hi R users,
Heard that I can't use multivariate GARCH model in R because
R has only univariate GARCH models.... So, how can I run a multivariate
GARCH model in R?
Also, SPLUS has this utility...any ideas how can I use it in R?
Thanks
Shubha
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2009 Mar 04
2
Multivariate GARCH Package
Good day everyone,
I tried to find a multivariate GARCH package and failed to find one. Although when I searched R I found the following link which describes the package:
http://www.r-project.org/user-2006/Slides/Schmidbauer+Tunalioglu.pdf
can any one help me with this issue.
Thank you in advance
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