bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Version 2.1.3

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) .

Getting started

Package details

AuthorDavid Ardia [aut, cre]
Date of publication2017-02-04 22:44:02
MaintainerDavid Ardia <david.ardia.ch@gmail.com>
LicenseGPL (>= 2)
Version2.1.3
URL https://github.com/ArdiaD/bayesGARCH
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bayesGARCH")

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bayesGARCH documentation built on May 30, 2017, 5:23 a.m.