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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>.

Versions across snapshots

VersionRepositoryFileSize
3.0.4 rolling linux/jammy R-4.5 bayesDccGarch_3.0.4.tar.gz 142.7 KiB
3.0.4 rolling linux/noble R-4.5 bayesDccGarch_3.0.4.tar.gz 142.7 KiB
3.0.4 rolling source/ R- bayesDccGarch_3.0.4.tar.gz 69.2 KiB
3.0.4 latest linux/jammy R-4.5 bayesDccGarch_3.0.4.tar.gz 142.7 KiB
3.0.4 latest linux/noble R-4.5 bayesDccGarch_3.0.4.tar.gz 142.7 KiB
3.0.4 latest source/ R- bayesDccGarch_3.0.4.tar.gz 69.2 KiB
3.0.4 2026-04-26 source/ R- bayesDccGarch_3.0.4.tar.gz 69.2 KiB
3.0.4 2026-04-23 source/ R- bayesDccGarch_3.0.4.tar.gz 69.2 KiB
3.0.4 2026-04-09 windows/windows R-4.5 bayesDccGarch_3.0.4.zip 151.8 KiB
3.0.4 2025-04-20 source/ R- bayesDccGarch_3.0.4.tar.gz 69.2 KiB

Dependencies (latest)

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