Man pages for bayesDccGarch
Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model
| bayesDccGarch | Bayesian Estimation of the DCC-GARCH(1,1) Model. |
| bayesDccGarch-package | bayesDccGARCH: Methods and tools for Bayesian analysis of... |
| DaxCacNik | Log-returns of daily indices of stock markets in Frankfurt,... |
| densityFunctions | Density functions of multivariate Standard Skew Norm,... |
| logLikDccGarch | The logarithm of likelihood function of DCC-GARCH(1,1) Model. |
| plot.bayesDccGarch | Plotting volatilities for Bayesian DCC-GARCH model |
| plotVol | Plotting volatilities of time series |
| predict.bayesDccGarch | Bayesian forecast for volatilities and coditional... |
