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bmgarch: An R-Package for Bayesian Multivariate GARCH models

Authors :
Stephen R. Martin
Philippe Rast
Source :
Journal of Open Source Software. 6:3452
Publication Year :
2021
Publisher :
The Open Journal, 2021.

Subjects

Subjects :
Multivariate garch
R package
Autoregressive conditional heteroskedasticity
Bayesian probability
Econometrics
Emacs Lisp
computer
Mathematics
computer.programming_language

Details

ISSN :
24759066
Volume :
6
Database :
OpenAIRE
Journal :
Journal of Open Source Software
Accession number :
edsair.doi...........9d50a34b1d3a337466f724733f154b0c
Full Text :
https://doi.org/10.21105/joss.03452
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