bayesGARCH (2.0.1)

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Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations.

http://perso.unifr.ch/david.ardia/
http://cran.r-project.org/web/packages/bayesGARCH

This package provides the bayesGARCH function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations.

Maintainer: David Ardia
Author(s): David Ardia <david.ardia@fsa.ulaval.ca>

License: GPL (>= 2)

Uses: coda, mvtnorm

Released 10 months ago.


7 previous versions

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