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bayesGARCH - MaRDI portal

bayesGARCH (Q42487)

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

    Statements

    swMATH work ID
    30773
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    instance of
    R package
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    last update
    16 May 2021
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    software version identifier
    2.1.10
    publication date
    16 May 2021
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    imports
    coda
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    mvtnorm
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    CRAN project
    bayesGARCH
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    programmed in
    R
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    author
    David Ardia
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    maintained by
    David Ardia
    0 references
     
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