R-bayesGARCH (R/R-bayesGARCH) Updated: 8 months ago Add to my watchlist
Bayesian estimation of the GARCH(1,1) model with Student-t innovationsVersion: 2.1.10 License: GPL-2+
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| Maintainers | barracuda156 |
| Categories | science math R |
| Homepage | https://github.com/ArdiaD/bayesGARCH |
| Platforms | darwin |
| Variants | - |
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