bayesDccGarch

swMATH42957CRANbayesDccGarchMaRDI QIDQ1351596FDOQ1351596

Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model

Francisco Louzada, Jose Augusto Fiorucci, Ricardo Sanders Ehlers

Last update: 22 April 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 3.0.3, 3.0.4

Source code repository: https://github.com/cran/bayesDccGarch

Cites work

• Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions

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