Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
Documentation for package ‘bayesGARCH’ version 2.1.10
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bayesGARCH
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
dem2gbp
DEM/GBP exchange rate log-returns
formSmpl
Form the Posterior Sample