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bayesDccGarch
predict.bayesDccGarch
predict.bayesDccGarch function
Bayesian forecast for volatilities and coditional correlations
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bayesDccGarch package
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Maintainer: Jose Augusto Fiorucci
License: GPL (>= 2)
Last published: 2023-04-22
Useful links
https://github.com/jafiorucci/bayesDccGarch/issues
https://ui.adsabs.harvard.edu/abs/2014arXiv1412.2967F/abstract