[R] How to run Bekk-MGarch analysis ?

YuHong hyu0401 at hotmail.com
Tue Aug 20 03:56:03 CEST 2013

Previous message: [R] How to rebuild an R package that has been removed from CRAN?
Next message: [R] Interpreting lmp() results
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

Hello all,

We would like to use R to run Bekk-Garch with 2-group to 4-group financial 
data sets.  However, the package "rmgarch" seems to only support DCC-GARCH, 
not BEKK-GARCH.  Any suggestions on using R to do BEKK-GARCH test?

Thanks a lot! & Best,

Hong Yu

Previous message: [R] How to rebuild an R package that has been removed from CRAN?
Next message: [R] Interpreting lmp() results
Messages sorted by: [ date ] [ thread ] [ subject ] [ author ]

More information about the R-help mailing list