MGARCH-BEKK estimation without diagonal restriction

[prashant_m_joshi]

Can anyone have MGARCH-BEKK estimation programme code without diagonal restriction. ! thanks

[assoum08]

I have it in rats if you still want it let me know

[fraN]

Hi,

I am using several multivariate GARCH models. In order to check the robustness of my results I would like also use the BEKK model.

So I was wondering whether you could send me the Rats code in order to estimate a multvariate GARCH-BEKK without restrictions along the diagonal.

Thanks,

Francesco