bayesDccGarch
Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model
Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014)..
- Version3.0.4
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release04/22/2023
Documentation
Team
Jose Augusto Fiorucci
Ricardo Sanders Ehlers
Francisco Louzada
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- Depends2 packages