R-bayesDccGarch

v 3.0.4 Updated: 1 year, 7 months ago

Methods and tools for Bayesian analysis of DCC-GARCH(1,1) model

Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility.

https://cran.r-project.org/package=bayesDccGarch

To install R-bayesDccGarch, paste this in macOS terminal after installing MacPorts

sudo port install R-bayesDccGarch

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