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Authors
Philippe Rast (0000-0003-3630-6629), Stephen R. Martin (0000-0001-8085-2390)
Citation
Rast et al., (2021). bmgarch: An R-Package for Bayesian Multivariate GARCH models. Journal of Open Source Software, 6(64), 3452, https://doi.org/10.21105/joss.03452
@article{Rast2021,
doi = {10.21105/joss.03452},
url = {https://doi.org/10.21105/joss.03452},
year = {2021},
publisher = {The Open Journal},
volume = {6},
number = {64},
pages = {3452},
author = {Philippe Rast and Stephen R. Martin},
title = {bmgarch: An R-Package for Bayesian Multivariate GARCH models},
journal = {Journal of Open Source Software}
}
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