bayesGARCH

MaRDI QIDQ42487swMATHCRANFDO

Authors David Ardia

Last update 16 May 2021

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

Software version identifier 2.1.10

Official website https://cran.r-project.org/web/packages/bayesGARCH/index.html

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

Cites work

• Financial Risk Management with Bayesian Estimation of GARCH Models

Cited in

(6)

• Model Selection and Averaging in Financial Risk Management
• fGarch
• Bolstad
• gets
• GEVStableGarch
• varstan

This page was built for software: bayesGARCH