bayesDccGarch: The Bayesian Dynamic Conditional Correlation GARCH Model

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>
BugReports: Send an email for <> with title 'bayesDccGarch Bug'
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
CRAN checks: bayesDccGarch results


Reference manual: bayesDccGarch.pdf
Package source: bayesDccGarch_2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: bayesDccGarch_2.0.tgz, r-oldrel: bayesDccGarch_2.0.tgz
Old sources: bayesDccGarch archive


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