Re: [R] mgarch

From: YOUNG CHO <young.stat_at_gmail.com>
Date: Mon, 24 Dec 2007 20:22:39 -0800

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.stat_at_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-help_at_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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