[R] Are there multivariate GARCH packages in R?

2013-02-18 Thread jpm miao
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]]

Re: [R] Are there multivariate GARCH packages in R?

2013-02-18 Thread David Winsemius
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