bayesGARCH
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
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) <doi:10.1007/978-3-540-78657-3>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.1.10 |
2026-04-09 windows/windows R-4.5 | bayesGARCH_2.1.10.zip |
78.5 KiB |