bayesGARCH
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Software:42487
swMATH30773CRANbayesGARCHMaRDI QIDQ42487
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Last update: 16 May 2021
Software version identifier: 2.1.10
Source code repository: https://github.com/cran/bayesGARCH
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0