Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Documentation for package ‘bayesGARCH’ version 2.1.3
DESCRIPTION file
.
Package NEWS
.
Help Pages
bayesGARCH
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
dem2gbp
DEM/GBP exchange rate log-returns
formSmpl
Form the Posterior Sample
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)