Provides the bayesGARCH() function which performs the
Bayesian estimation of the GARCH(1,1) model with Student's t innovations as described in Ardia (2008)
|Author||David Ardia [aut, cre]|
|Date of publication||2017-02-04 22:44:02|
|Maintainer||David Ardia <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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