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 ______________________________________________ R-help@r-project.org 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.
