bayesGARCH (1-00.10)
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@unifr.ch>
License: GPL (>= 2)
Released about 2 years ago.
6 previous versions
- bayesGARCH_1-00.09. Released over 2 years ago.
- bayesGARCH_1-00.08. Released over 2 years ago.
- bayesGARCH_1-00.06. Released over 2 years ago.
- bayesGARCH_1-00.05. Released over 3 years ago.
- bayesGARCH_1-00.04. Released about 4 years ago.
- bayesGARCH_1-00.01. Released almost 5 years ago.
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