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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 [[alternative HTML version deleted]]

Hi, Can someone technically explain, why does it take so long with loops in R? Thanks, Vehbi Sinan Tunalioglu

Dear All, Is there any GARCH-M implementation in R? I checked tseries and fGarch packages and could not find yet. Thanks in advance and Kind Regards, Vehbi Sinan -------------- next part -------------- A non-text attachment was scrubbed... Name: signature.asc Type: application/pgp-signature Size: 261 bytes Desc: OpenPGP digital signature URL: