.newline

Print helper - Return new line(s).

internal

Fit Bayesian multivariate GARCH models using 'Stan' for full Bayesian inference. Generate (weighted) forecasts for means, variances (volatility) and correlations. Currently DCC(P,Q), CCC(P,Q), pdBEKK(P,Q), and BEKK(P,Q) parameterizations are implemented, based either on a multivariate gaussian normal or student-t distribution. DCC and CCC models are based on Engle (2002) <doi:10.1198/073500102288618487> and Bollerslev (1990). The BEKK parameterization follows Engle and Kroner (1995) <doi:10.1017/S0266466600009063> while the pdBEKK as well as the estimation approach for this package is described in Rast et al. (2020) <doi:10.31234/osf.io/j57pk>. The fitted models contain 'rstan' objects and can be examined with 'rstan' functions.

Philippe Rast

bmgarch

Bayesian Multivariate GARCH Models

Stephen Martin

.newline function

<dl><dt>n</dt>
<dd>Integer (Default: 1). Number of new lines.</dd></dl>

Arguments

Author

Print helper - Return new line(s). — .newline

<dl>

<dt>n</dt>
<dd>Integer (Default: 1). Number of new lines.</dd>

</dl>

.newline: Print helper - Return new line(s).

Description

Usage

Value

Arguments

Author