bayesDccGarch (2.0)

0 users

The Bayesian Dynamic Conditional Correlation GARCH Model.

Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014), DOI:10.1080/02664763.2013.839635).

Maintainer: Jose A Fioruci
Author(s): Jose A Fiorucci <>, Ricardo S Ehlers <>, Francisco Louzada <>

License: GPL (>= 2)

Uses: coda, numDeriv

Released almost 4 years ago.

3 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


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

Related packages:(20 best matches, based on common tags.)

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

Visit bayesDccGarch on R Graphical Manual.