MCMCtGARCHM (1.0)

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MCMCtGARCHM package.

http://cran.r-project.org/web/packages/MCMCtGARCHM

MCMC estimation for GARCH (1, 1) in mean with Student-t distribution using the random-walk MetropolisHastings algorithm.

Maintainer: Ken Ren
Author(s): Ken Ren

License: GPL (>= 2)

Uses: Does not use any package

Released about 10 years ago.


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