bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

This package provides the bayesGARCH function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations.

Version: 1-00.02
Depends: mvtnorm, coda
Date: 2008-12-03
Author: David Ardia
Maintainer: David Ardia <david.ardia at unifr.ch>
License: GPL (≥2)
URL: http://perso.unifr.ch/david.ardia
In views: Finance, TimeSeries
CRAN checks: bayesGARCH results

Downloads:

Package source: bayesGARCH_1-00.02.tar.gz
MacOS X binary: bayesGARCH_1-00.02.tgz
Windows binary: bayesGARCH_1-00.02.zip
Reference manual: bayesGARCH.pdf
Old sources: bayesGARCH archive