R-bmgarch (R/R-bmgarch) Updated: 1 year, 3 months ago Add to my watchlist

Bayesian multivariate GARCH models

Fit 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
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Builder Build Number Start Time Elapsed Time Watcher Build Status
11 105702 2023-03-08 10:55:35 0:32:28 29998 build successful
10.12 221637 2023-03-08 9:26:33 0:30:41 68246 build successful
12.arm64 86891 2023-03-08 6:55:20 0:04:59 18791 build successful
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13.arm64 10605 2023-03-08 1:47:17 0:05:37 4117 build successful