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forecTheta - Forecasting Time Series by Theta Models
Routines for forecasting univariate time series using Theta Models.
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4.82 score 2 stars 1 dependents 43 scripts 5.2k downloadsbayesDccGarch - Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model
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>.
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2.70 score 1 stars 6 scripts 423 downloads