On Feb 18, 2013, at 5:16 PM, jpm miao wrote: > 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.
What efforts have you made at searching? In particular have you tried the `findFn` function in package sos? -- David Winsemius Alameda, CA, USA ______________________________________________ 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.
