bayesGARCH (2.1.3)

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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 as described in Ardia (2008) .

Maintainer: David Ardia
Author(s): David Ardia [aut, cre]

License: GPL (>= 2)

Uses: coda, mvtnorm

Released almost 3 years ago.

10 previous versions



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