bayesGARCH (2.0.1)

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

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 <>

License: GPL (>= 2)

Uses: coda, mvtnorm

Released almost 2 years ago.

7 previous versions



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