First of all, thanks so much! In fact I had looked at the site before. But, that site leads me to the following site:
http://www.vsthost.com/vstDocs/mgarchBEKK/ but it was not clear to me where I can find the package to download & compile. Is there some special website I need go to in order to download the package? Thanks again! -Young On Dec 24, 2007, at 3:33 PM, Wensui Liu wrote: > Hi, Young, > pls see if attached is what you are looking for. > http://www.google.com/search?q=m-garch&domains=r- > project.org&sitesearch=r-project.org&btnG=Google+Search > > On 12/24/07, Young Cho <[EMAIL PROTECTED]> wrote: >> 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 >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting- >> guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > > -- > =============================== > WenSui Liu > Statistical Project Manager > ChoicePoint Precision Marketing > (http://spaces.msn.com/statcompute/blog) > =============================== ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.