bayesGARCH (Q42487): Difference between revisions

Newer edit →

@@ description / en / description / en @@
+Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
@@ Property / instance of @@
+R package
@@ Property / instance of: R package / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / last update @@
+May 2021Timestamp +2021-05-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2021-05-16T00:00:00Z
-Timezone
++00:00
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+Gregorian
-Precision
+day
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@@ Property / last update: 16 May 2021 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.1.10
@@ Property / software version identifier: 2.1.10 / rank @@
+Normal rank
@@ Property / software version identifier: 2.1.10 / qualifier @@
+publication date: 16 May 2021Timestamp +2021-05-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
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-Timestamp
++2021-05-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
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+day
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@@ Property / author @@
+David Ardia
@@ Property / author: David Ardia / rank @@
+Normal rank
@@ Property / maintained by @@
+David Ardia
@@ Property / maintained by: David Ardia / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / imports @@
+mvtnorm
@@ Property / imports: mvtnorm / rank @@
+Normal rank
@@ Property / imports @@
+coda
@@ Property / imports: coda / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Risk Management with Bayesian Estimation of GARCH Models
+Normal rank
@@ Property / CRAN project @@
+bayesGARCH
@@ Property / CRAN project: bayesGARCH / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:2d25d581f9f8f1e0729856e1ad5fdf783cac825c
+Normal rank
+source code repository: https://github.com/cran/bayesGARCH
+point in time: +2021-07-05T14:12:57ZTimestamp +2021-07-05T14:12:57Z
Timezone +00:00
Calendar Gregorian
Precision 1 second
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-Timestamp
++2021-07-05T14:12:57Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+second
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