in the seond link on the pdf you have cited is http://www.vsthost.com/vstDocs/mgarchBEKK/
HTH. On Mar 4, 1:52 pm, Mohammad Sabr <[email protected]> wrote: > Good day everyone, > > I tried to find a multivariate GARCH package and failed to find one. Although > when I searched R I found the following link which describes the package: > http://www.r-project.org/user-2006/Slides/Schmidbauer+Tunalioglu.pdf > > can any one help me with this issue. > > Thank you in advance > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] 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.

