<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Methods and Tools for Bayesian Dynamic Conditional Correlation
GARCH(1,1) Model</dc:title>
  <dc:title>R package bayesDccGarch version 3.0.4</dc:title>
  <dc:subject>CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian)</dc:subject>
  <dc:description>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). &lt;doi:10.1080/02664763.2013.839635&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 2.0), numDeriv, coda</dc:relation>
  <dc:creator>Jose Augusto Fiorucci &lt;jafiorucci@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Jose Augusto Fiorucci [aut, cre, cph] (ORCID:
    &lt;https://orcid.org/0000-0002-1201-9089&gt;),
  Ricardo Sanders Ehlers [aut, cph] (ORCID:
    &lt;https://orcid.org/0000-0001-9034-5173&gt;),
  Francisco Louzada [aut, cph] (ORCID:
    &lt;https://orcid.org/0000-0001-7815-9554&gt;)</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2023-04-22</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=bayesDccGarch</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.bayesDccGarch</dc:identifier>
</oai_dc:dc>
