Package: bayesDccGarch
Type: Package
Title: The Bayesian Dynamic Conditional Correlation GARCH Model
Version: 1.0
Date: 2014-11-30
Author: Jose A Fioruci <jafioruci@gmail.com>, Ricardo S Ehlers <ehlers@icmc.usp.br>, Francisco Louzada <louzada@icmc.usp.br>
Maintainer: Jose A Fioruci <jafioruci@gmail.com>
Depends: R (>= 2.14), coda
Description: Bayesian estimation of DCC-GARCH(1,1) Model
License: GPL (>= 2.14)
URL: http://arxiv.org/abs/1412.2967
Packaged: 2015-01-13 19:07:11 UTC; JAF
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-01-14 01:55:33
