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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). <doi:10.1080/02664763.2013.839635>.
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Package details |
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| Author | Jose Augusto Fiorucci [aut, cre, cph] (<https://orcid.org/0000-0002-1201-9089>), Ricardo Sanders Ehlers [aut, cph] (<https://orcid.org/0000-0001-9034-5173>), Francisco Louzada [aut, cph] (<https://orcid.org/0000-0001-7815-9554>) |
| Maintainer | Jose Augusto Fiorucci <jafiorucci@gmail.com> |
| License | GPL (>= 2) |
| Version | 3.0.4 |
| URL | https://ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract |
| Package repository | View on CRAN |
| Installation |
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