Re: [R] how I can perform Multivariate Garch analysis in R

From: Kjetil Brinchmann Halvorsen <kjetilbrinchmannhalvorsen_at_gmail.com>
Date: Wed 15 Feb 2006 - 00:26:16 EST

Arun Kumar Saha wrote:
> Dear aDVISOR,
> Hope I am not disturbing you. Can you tell me how I can perform Multivariate
> Garch analysis in R. Also please, it is my humble request let me know some
> resource materials on Multivariate Garch analysis itself.

You could try help.search("garch") or RSiteSearch("garch")

But for me this only leads to univariate garch (at least two implementations).

Kjetil

>
> Sincerely yours,
>
>
>
> --
> Arun Kumar Saha, M.Sc.[C.U.]
> S T A T I S T I C I A N [Analyst]
> Transgraph Consulting [www.transgraph.com]
> Hyderabad, INDIA
> Contact # Home: +91-033-25558038
> Office: +91-040-55755003
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> E-Mail: arun.kumar.saha@gmail.com
>
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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 Received on Wed Feb 15 00:30:58 2006

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