R-bmgarch (R/R-bmgarch) Updated: 1 year, 8 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+
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2025-Apr-14 to 2025-May-14
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