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astdocs
2007 Dec 24
2
mgarch
Is there a package or function for multivariate garch model in R? I am
having a hard time in locating one. Thanks for help in advance.
-Young
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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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