| To: | <s-news@lists.biostat.wustl.edu> |
|---|---|
| Subject: | multivarate garch code in SPLUS or SAS |
| From: | "Stahel, Christof" <stahel_2@cob.osu.edu> |
| Date: | Wed, 10 Dec 2003 13:31:21 -0500 |
| Thread-index: | AcO6hQTcub8ZCBKKSsuAcf/aISWYQQ== |
| Thread-topic: | multivarate garch code in SPLUS or SAS |
Hi, Does anybody know of a source for a multivariate garch code either in SPlus or SAS? Thanks for your help! Christof |
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