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st: Stata module for Multivariate GARCH

From	"Mindaugas Baltutis" <[email protected]>
To	<[email protected]>
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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Follow-Ups:
- Re: st: Stata module for Multivariate GARCH
  - From: "Tamazian, Artur" <[email protected]>

References:
- st: RE: basic question about multi-level data
  - From: "Carter Rees" <[email protected]>

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