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bayesDccGarch  

Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model
View on CRAN: Click here


Download and install bayesDccGarch package within the R console
Install from CRAN:
install.packages("bayesDccGarch")

Install from Github:
library("remotes")
install_github("cran/bayesDccGarch")

Install by package version:
library("remotes")
install_version("bayesDccGarch", "3.0.4")



Attach the package and use:
library("bayesDccGarch")
Maintained by
Jose Augusto Fiorucci
[Scholar Profile | Author Map]
First Published: 2015-01-14
Latest Update: 2023-04-22
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). .
How to cite:
Jose Augusto Fiorucci (2015). bayesDccGarch: Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model. R package version 3.0.4, https://cran.r-project.org/web/packages/bayesDccGarch. Accessed 07 Apr. 2025.
Previous versions and publish date:
1.0 (2015-01-14 01:55), 1.1 (2015-06-03 22:24), 1.2 (2015-07-30 06:05), 2.0 (2016-02-07 09:28), 2.2 (2021-04-07 15:20), 3.0.3 (2021-10-05 16:20)
Other packages that cited bayesDccGarch R package
View bayesDccGarch citation profile
Other R packages that bayesDccGarch depends, imports, suggests or enhances
Complete documentation for bayesDccGarch
Functions, R codes and Examples using the bayesDccGarch R package
Some associated functions: DaxCacNik . bayesDccGarch-package . bayesDccGarch . densityFunctions . logLikDccGarch . plot.bayesDccGarch . plotVol . predict.bayesDccGarch . 
Some associated R codes: densityFunctions.R . mainFunctions.R .  Full bayesDccGarch package functions and examples
Downloads during the last 30 days
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