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
| Version | Repository | File | Size |
|---|---|---|---|
3.0.4 |
2026-04-09 windows/windows R-4.5 | bayesDccGarch_3.0.4.zip |
151.8 KiB |