bayesGARCH (2.0.2)

0 users

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

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 [aut, cre]

License: GPL (>= 2)

Uses: coda, mvtnorm

Released 2 months ago.

8 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of bayesGARCH yet. Want to be the first? Write one now.

Related packages: dlm, MSBVAR, BAYSTAR, bspec, ensembleBMA, evdbayes, CADFtest, dse, dyn, dynlm, fame, fEcofin, fGarch, fNonlinear, fUnitRoots, fracdiff, fractal, gogarch, its, sde(20 best matches, based on common tags.)

Search for bayesGARCH on google, google scholar, r-help, r-devel.

Visit bayesGARCH on R Graphical Manual.