{ download }
A patched version of mgarchBEKK (as of R-2.12.0) for those interested.
The patch applied only restores (?) the ability to build and
run. Has been tested for that, and that alone, on a *nix
installation.
See https://stat.ethz.ch/pipermail/r-sig-finance/2007q4/001833.html for details
Distributed as is, with no claim as to usability or
quality.
See http://www.vsthost.com/pages/RStuff.php
Package source:
mgarchBEKK_0.07-8.tar.gz
and install:
my-shell$ R CMD INSTALL mgarchBEKK_0.07-8.tar.gz
Windows Binary:
mgarchBEKK_0.07-8.zip