BEKK(p,q) implementation for MGARCH models

Documentation for package ‘mgarchBEKK’ version 0.07-8

cdts	Combine daily time series
elem.an	Elementary analysis
mvBEKK.diag	Support diagnosis of BEKK(p,q) model fitting
mvBEKK.est	Estimate a BEKK(p,q) model
mvBEKK.sim	Simulate a BEKK(p,q) model