Add to ORKGDescription This package provides the bayesGARCH function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations
`bmgarch` estimates Bayesian multivariate generalized autoregressive conditional heteroskedasticity ...
The R package BGGM provides tools for making Bayesian inference in Gaussian graphical models
This paper describes a GAUSS program of a Markov-chain sampling algorithm for GARCH models proposed ...
This note presents the R package bayesGARCH which provides functions for the Bayesian estimation of ...
textabstractThis note presents the R package bayesGARCH (Ardia, 2007) which provides functions for t...
This paper presents the R package bayesGARCH which provides functions for the Bayesian estimation of...
<p>Parameter estimates following Bayesian GJR-GARCH(1,1) model with skewed Student’s-<i>t</i> distri...
This paper presents the R package bayesGARCH which provides functions for the Bayesian estimation of...
Contains fulltext : 129937.pdf (publisher's version ) (Closed access)The GPstuff t...
textabstractThis paper proposes an up-to-date review of estimation strategies available for the Baye...
Description The BayesFactor package is a suite of functions for computing various Bayes fac-tors for...
This chapter proposes an up-to-date review of estimation strategies available for the Bayesian infer...
BayesPy is an open-source Python software package for performing variational Bayesian inference. It ...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations ...
This article describes and demonstrates the BayesGCM software package. The software is designed to p...
`bmgarch` estimates Bayesian multivariate generalized autoregressive conditional heteroskedasticity ...
The R package BGGM provides tools for making Bayesian inference in Gaussian graphical models
This paper describes a GAUSS program of a Markov-chain sampling algorithm for GARCH models proposed ...
This note presents the R package bayesGARCH which provides functions for the Bayesian estimation of ...
textabstractThis note presents the R package bayesGARCH (Ardia, 2007) which provides functions for t...
This paper presents the R package bayesGARCH which provides functions for the Bayesian estimation of...
<p>Parameter estimates following Bayesian GJR-GARCH(1,1) model with skewed Student’s-<i>t</i> distri...
This paper presents the R package bayesGARCH which provides functions for the Bayesian estimation of...
Contains fulltext : 129937.pdf (publisher's version ) (Closed access)The GPstuff t...
textabstractThis paper proposes an up-to-date review of estimation strategies available for the Baye...
Description The BayesFactor package is a suite of functions for computing various Bayes fac-tors for...
This chapter proposes an up-to-date review of estimation strategies available for the Bayesian infer...
BayesPy is an open-source Python software package for performing variational Bayesian inference. It ...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations ...
This article describes and demonstrates the BayesGCM software package. The software is designed to p...
`bmgarch` estimates Bayesian multivariate generalized autoregressive conditional heteroskedasticity ...
The R package BGGM provides tools for making Bayesian inference in Gaussian graphical models
This paper describes a GAUSS program of a Markov-chain sampling algorithm for GARCH models proposed ...