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: http://www.burns-stat.com/pages/Working/multgarchuni.pdf HTH, Bernhard > >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]] > > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ 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.
