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BayesBEKK - MaRDI portal

BayesBEKK (Q86073)

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Bayesian Estimation of Bivariate Volatility Model
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English
BayesBEKK
Bayesian Estimation of Bivariate Volatility Model

    Statements

    instance of
    R package
    0 references
    last update
    5 December 2022
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    software version identifier
    0.1.1
    publication date
    5 December 2022
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    author
    Achal Lama
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    maintained by
    Achal Lama
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    imports
    coda
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    MTS
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    mvtnorm
    0 references
    programmed in
    R
    0 references

    Identifiers

    CRAN project
    BayesBEKK
    0 references
     
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