bayesGARCH (Q42487)
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Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | bayesGARCH |
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations |
Statements
16 May 2021
0 references
expanded from: GPL (≥ 2) (English)
0 references
