Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014), DOI:10.1080/02664763.2013.839635).
| Version: | 2.0 |
| Depends: | R (≥ 2.0), numDeriv, coda |
| Published: | 2016-02-07 |
| Author: | Jose A Fiorucci, Ricardo S Ehlers, Francisco Louzada |
| Maintainer: | Jose A Fiorucci <jafioruci at gmail.com> |
| BugReports: | Send an email for <jafioruci@gmail.com> with title 'bayesDccGarch Bug' |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://arxiv.org/abs/1412.2967 |
| NeedsCompilation: | yes |
| Materials: | ChangeLog |
| CRAN checks: | bayesDccGarch results |
| Reference manual: | bayesDccGarch.pdf |
| Package source: | bayesDccGarch_2.0.tar.gz |
| Windows binaries: | r-devel: bayesDccGarch_2.0.zip, r-release: bayesDccGarch_2.0.zip, r-oldrel: bayesDccGarch_2.0.zip |
| OS X binaries: | r-release: bayesDccGarch_2.0.tgz, r-oldrel: bayesDccGarch_2.0.tgz |
| Old sources: | bayesDccGarch archive |
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