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mgarch

Young Cho
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]]

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Re: mgarch

Wensui Liu
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 <[hidden email]> 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]]
>
> ______________________________________________
> [hidden email] 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)

______________________________________________
[hidden email] mailing list
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and provide commented, minimal, self-contained, reproducible code.
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Re: mgarch

Young Cho
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 <[hidden email]> 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]]
>>
>> ______________________________________________
>> [hidden email] 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)
> ===============================

______________________________________________
[hidden email] 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.
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