bayesGARCH (Q42487): Difference between revisions
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EloiFerrer (talk | contribs) Merged Item from Q126259 |
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Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations | |||||||||||||||
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16 May 2021
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2.1.10 | |||||||||||||||
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publication date: 16 May 2021
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Property / author: David Ardia / rank | |||||||||||||||
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Property / maintained by: David Ardia / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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Property / cites work: Financial Risk Management with Bayesian Estimation of GARCH Models / rank | |||||||||||||||
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Property / CRAN project: bayesGARCH / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:2d25d581f9f8f1e0729856e1ad5fdf783cac825c / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:2d25d581f9f8f1e0729856e1ad5fdf783cac825c / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:2d25d581f9f8f1e0729856e1ad5fdf783cac825c / qualifier | |||||||||||||||
point in time: +2021-07-05T14:12:57Z
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Revision as of 12:25, 25 October 2023
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Language | Label | Description | Also known as |
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English | bayesGARCH |
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations |
Statements
16 May 2021
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expanded from: GPL (≥ 2) (English)
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+2021-07-05T14:12:57Z
0 references