[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?  



        [[alternative HTML version deleted]]

R-help@stat.math.ethz.ch 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. Received on Mon Apr 02 22:40:36 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Wed 11 Apr 2007 - 13:31:03 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.