Package: BayesBEKK Type: Package Title: Bayesian Estimation of Bivariate Volatility Model Version: 0.1.1 Author: Achal Lama, Girish K Jha, K N Singh and Bishal Gurung Maintainer: Achal Lama Description: The Multivariate Generalized Autoregressive Conditional Heteroskedasticity (MGARCH) models are used for modelling the volatile multivariate data sets. In this package a variant of MGARCH called BEKK (Baba, Engle, Kraft, Kroner) proposed by Engle and Kroner (1995) has been used to estimate the bivariate time series data using Bayesian technique. Encoding: UTF-8 License: GPL-3 Imports: MTS,coda,mvtnorm NeedsCompilation: no Packaged: 2022-12-05 11:04:15 UTC; USER Repository: CRAN Date/Publication: 2022-12-05 14:12:37 UTC