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st: Stata module for Multivariate GARCH


From   "Mindaugas Baltutis" <mindaugas.baltutis@univie.ac.at>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Stata module for Multivariate GARCH
Date   Wed, 30 Nov 2005 11:25:32 +0100

Dear Stata Users,

I wonder if any STATA module for Multivariate GARCH estimation is available.
I searched the Stata resources and google but found nothing. Is there
anybody, who has done something in that field?

Regards,
Mindaugas  

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