[R] Are there multivariate GARCH packages in R?

[David Winsemius]

On Feb 18, 2013, at 5:16 PM, jpm miao wrote:

> Hi ,
> 
>   Are there any multivariate GARCH package (e.g., BEKK) in R?
> 
>   I do see a few "projects" constructing multivariate GARCH package, but
> wonder if there is anyone that is ready for use.


What efforts have you made at searching? In particular have you tried the `findFn` function in package sos?
-- 

David Winsemius
Alameda, CA, USA