Multivariate Conditional Volatility Modelling and Forecasting R package BEKKs version 1.4.7 Methods and tools for estimating, simulating and forecasting of so-called BEKK-models (named after Baba, Engle, Kraft and Kroner) based on the fast Berndt–Hall–Hall–Hausman (BHHH) algorithm described in Hafner and Herwartz (2008) <doi:10.1007/s00184-007-0130-y>. For an overview, we refer the reader to Fülle et al. (2024) <doi:10.18637/jss.v111.i04>. Software Depends: R (>= 3.5.0) Imports: Rcpp, reshape2, ggplot2, mathjaxr, gridExtra, grid, ggfortify, parallel, xts, stats, future, future.apply, ks, lubridate, utils, pbapply, numDeriv, moments LinkingTo: Rcpp, RcppArmadillo Suggests: testthat (>= 2.1.0) Markus J. Fülle <markus.fuelle@gmail.com> Comprehensive R Archive Network (CRAN) Markus J. Fülle [aut, cre], Alexander Lange [aut], Christian M. Hafner [aut], Helmut Herwartz [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=BEKKs/LICENSE) 2026-05-03 application/tgz https://CRAN.R-project.org/package=BEKKs doi:10.32614/CRAN.package.BEKKs