[R] Multivariate GARCH model in R

From: Shubha Vishwanath Karanth <shubhak_at_ambaresearch.com>
Date: Mon 02 Apr 2007 - 12:31:46 GMT


Hi R users,  

            Heard that I can't use multivariate GARCH model in R because R has only univariate GARCH models.... So, how can I run a multivariate GARCH model in R?

Also, SPLUS has this utility...any ideas how can I use it in R?  

Thanks

Shubha

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