Hi , Are there any multivariate GARCH package (e.g., BEKK) in R?
I do see a few "projects" constructing multivariate GARCH package, but wonder if there is anyone that is ready for use. Thanks, Miao [[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.