Dear R programmers
Pls, give some help to this hopeless person 
I am trying to run VAR-MGARCH models include BEKK, CCC and DCC to investigate the volatility spillovers among the underlying time series. What is required is I need to full specification of ARCH and GARCH parameters. I am a new person to R programmings and not capable to run these models smoothly on R. Would any of you who has experience in this filed provide me with some practical illustrative examples to guide me on performing these models on R ?
P.s, it would also be highly appreciated if you may provide me with further details of diagnostic tests for MGARCH produced disturbance.
Thanks in advance
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