Ecosyste.ms: Packages

An open API service providing package, version and dependency metadata of many open source software ecosystems and registries.

cran.r-project.org "risk-models" keyword

bayesGARCH 2.1.10

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
17 versions - Latest release: about 3 years ago - 534 downloads last month - 12 stars on GitHub - 1 maintainer

Related Keywords

bayesian 1 garch 1 mcmc 1 student 1