Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Documentation for package ‘bayesGARCH’ version 1-00.04
Help Pages
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
![[R logo]](../../../doc/html/logo.jpg){kind=logo}
![[Package List]](../../../doc/html/left.jpg){kind=small}
![[Top]](../../../doc/html/up.jpg){kind=small}