Package: bayesDccGarch
Version: 1.2
Date: 2015-07-29
Title: The Bayesian Dynamic Conditional Correlation GARCH Model
Description: Bayesian estimation of dynamic conditional correlation GARCH model for multivariate time series volatility (Fioruci, J.A., Ehlers, R.S. and Andrade-Filho, M.G., (2014), DOI:10.1080/02664763.2013.839635).
Depends: R (>= 2.0), numDeriv, coda
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>
BugReports: Send an email for <jafioruci@gmail.com> with title
        'bayesDccGarch Bug'
License: GPL (>= 2)
URL: http://arxiv.org/abs/1412.2967
NeedsCompilation: yes
Repository: CRAN
Packaged: 2015-07-29 22:07:55 UTC; Augusto
Date/Publication: 2015-07-30 06:05:27
