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depscope/cran/bayesDccGarch

bayesDccGarch

cranv3.0.4

Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model. Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014). <doi:10.1080/02664763.2013.839635>.

License GPL (>= 2)0 versions1 maintainers2 deps113 weekly dl
https://CRAN.R-project.org/package=bayesDccGarch
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numDerivcoda
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First published · 2023-04-22 08:51:21

Last updated · 2023-04-22T06:20:02+00:00

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