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bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R

David Ardia; Lennart F. Hoogerheide

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@software{david_ardia_2017_231327,
  author       = {David Ardia and
                  Lennart F. Hoogerheide},
  title        = {{bayesGARCH: Bayesian Estimation of the GARCH(1,1) 
                   Model with Student-t Innovations in R}},
  month        = jan,
  year         = 2017,
  publisher    = {Zenodo},
  version      = {v2.0.4},
  doi          = {10.5281/zenodo.231327},
  url          = {https://doi.org/10.5281/zenodo.231327}
}
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Publication date:
January 5, 2017
DOI:
10.5281/zenodo.231327

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10.5281/zenodo.231327

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Keyword(s):
GARCH Bayesian MCMC R software
Published in:
The R Journal: 2 pp. 41-47 (2).
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