[R] mgarch

Young Cho

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Dec 24, 2007, 2:43:22 PM12/24/07

to r-h...@stat.math.ethz.ch

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

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Wensui Liu

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Dec 24, 2007, 6:33:23 PM12/24/07

to Young Cho, r-h...@stat.math.ethz.ch

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

--
===============================
WenSui Liu
Statistical Project Manager
ChoicePoint Precision Marketing
(http://spaces.msn.com/statcompute/blog)

YOUNG CHO

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Dec 24, 2007, 11:22:39 PM12/24/07

to Wensui Liu, r-h...@stat.math.ethz.ch

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 <young...@gmail.com> 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-h...@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)

> ===============================

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