Installation
About
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.
| Citation | bayesGARCH citation info |
| github.com/ArdiaD/bayesGARCH | |
| Copyright | see file COPYRIGHTS |
| Bug report | File report |
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