All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=bayesGARCH

Facebook Share Twitter Share

bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

Provides the bayesGARCH function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations.

bayesGARCH.pdf