bmgarch: An R-Package for Bayesian Multivariate GARCH models

R Emacs Lisp C++ Stan Submitted 19 June 2021Published 08 August 2021
Review

Editor: @jbytecode (all papers)
Reviewers: @ChristopherLucas (all reviews), @mwt (all reviews)

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

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stan GARCH

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