Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations


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Documentation for package ‘bayesGARCH’ version 1-00.02

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addPriorConditions Additional Prior Conditions
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