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r / packages / r-bayesgarch

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>.

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conda 97.9 kB | win-64/r-bayesgarch-2.1.3-r36hda5aaf8_0.tar.bz2  4 years and 11 months ago 55 main
conda 84.6 kB | osx-64/r-bayesgarch-2.1.3-r36h46e59ec_0.tar.bz2  4 years and 11 months ago 23 main
conda 86.1 kB | linux-64/r-bayesgarch-2.1.3-r36h96ca727_0.tar.bz2  4 years and 11 months ago 62 main

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