Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) 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>.
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curl https://depscope.dev/api/check/cran/bayesDccGarchFirst published · 2023-04-22 08:51:21
Last updated · 2023-04-22T06:20:02+00:00