R-bmgarch (R/R-bmgarch) Updated: 1 year, 3 months ago Add to my watchlist
Bayesian multivariate GARCH modelsFit Bayesian multivariate GARCH models using Stan for full Bayesian inference. Generate (weighted) forecasts for means, variances (volatility) and correlations.
Version: 2.0.0 License: GPL-3+
GitHub
105 build(s) found
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| 15 | 13792 | 2024-10-14 17:55:58 | 0:14:24 | 1494 | build successful |
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