Arun Kumar Saha wrote:
> Dear aDVISOR,
> Hope I am not disturbing you. Can you tell me how I can perform Multivariate
> Garch analysis in R. Also please, it is my humble request let me know some
> resource materials on Multivariate Garch analysis itself.
You could try help.search("garch") or
RSiteSearch("garch")
But for me this only leads to univariate garch (at least two
implementations).
Kjetil
>
> Sincerely yours,
>
>
>
> --
> Arun Kumar Saha, M.Sc.[C.U.]
> S T A T I S T I C I A N [Analyst]
> Transgraph Consulting [www.transgraph.com]
> Hyderabad, INDIA
> Contact # Home: +91-033-25558038
> Office: +91-040-55755003
> Mobile: 919849957010
> E-Mail: [EMAIL PROTECTED]
>
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