HI! I'm student of university and i need an example (an application) of
Multivariate GARCH model for replicate it in my thesis. It's better with model
CCC e DCC.
Best Regards
Giuseppe
for answer: bepperozz...@hotmail.com
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Am 20.10.2010 16:51, schrieb Giuseppe Grillo:
HI! I'm student of university and i need an example (an application) of
Multivariate GARCH model for replicate it in my thesis. It's better with model
CCC e DCC.
Best Regards
Giuseppe
for answer: bepperozz...@hotmail.com
[[alternative
Dear Mohammad,
have a look at the finance task view on CRAN:
http://cran.at.r-project.org/web/views/Finance.html
(Dirk has nicely updated this page recently).
In addition, Patrick Burns provides a recipe for PC-GARCH models on his
web-site:
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
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 mohammad_s...@yahoo.com 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
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