CRAN/E | bayesDccGarch

bayesDccGarch

Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model

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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.

ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract
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Version 3.0.4
R ≥ 2.0
Published 2023-04-22 342 days ago
Needs compilation? yes
License GPL-2
License GPL-3
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Maintainer

Maintainer

Jose Augusto Fiorucci

jafiorucci@gmail.com

Authors

Jose Augusto Fiorucci

aut / cre / cph

Ricardo Sanders Ehlers

aut / cph

Francisco Louzada

aut / cph

Material

README
ChangeLog
Reference manual
Package source

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Windows

r-devel

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x86_64

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Old Sources

bayesDccGarch archive

Depends

R ≥ 2.0
numDeriv
coda