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"bmgarch: An R-Package for Bayesian Multivariate GARCH models."

Philippe Rast, Stephen Martin (2021)

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DOI: 10.21105/JOSS.03452

access: open

type: Journal Article

metadata version: 2023-08-04

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  dblp key:
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  - https://dblp.org/rec/journals/jossw/RastM21
Philippe Rast, Stephen Martin:
bmgarch: An R-Package for Bayesian Multivariate GARCH models. J. Open Source Softw. 6(64): 3452 (2021)

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