R-bayesDccGarch (R/R-bayesDccGarch) Updated: 1 year, 7 months ago Add to my watchlist
Methods and tools for Bayesian analysis of DCC-GARCH(1,1) modelBayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility.
Version: 3.0.4 License: (GPL-2 or GPL-3)
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| Maintainers | No Maintainer |
| Categories | science math R |
| Homepage | https://cran.r-project.org/package=bayesDccGarch |
| Platforms | darwin |
| Variants | - |
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