BayesBEKK
Bayesian Estimation of Bivariate Volatility Model
The Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) models are used for modelling the volatile multivariate data sets. In this package a variant of MGARCH called BEKK (Baba, Engle, Kraft, Kroner) proposed by Engle and Kroner (1995) http://www.jstor.org/stable/3532933 has been used to estimate the bivariate time series data using Bayesian technique.
- Version0.1.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release12/05/2022
Team
Achal Lama
Bishal Gurung
Show author detailsRolesAuthorGirish K Jha
Show author detailsRolesAuthorK N Singh
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 226 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 6 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 3,186 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 27 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Imports3 packages