Man pages for bayesDccGarch
The Bayesian Dynamic Conditional Correlation GARCH Model

bayesDccGarchBayesian Estimation of the DCC-GARCH(1,1) Model.
bayesDccGarch-packagebayesDccGARCH: Methods and tools for Bayesian analysis of...
DaxCacNikLog-returns of daily indices of stock markets in Frankfurt,...
densityFunctionsDensity functions of multivariate Standard Skew Norm,...
logLikDccGarchThe logarithm of likelihood function of DCC-GARCH(1,1) Model.
plot.bayesDccGarchPlotting volatilities for Bayesian DCC-GARCH model
plotVolPlotting volatilities of time series
bayesDccGarch documentation built on April 7, 2021, 5:07 p.m.