{ 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