Package: MCMCtNARCH
Version: 1.0
Date: 2009-10-31
Title: MCMCtNARCH package
Author: Ken Ren
Maintainer: Ken Ren <ken.ren@abs.gov.au>
Depends: R (>= 2.0.1)
Description: MCMC estimation for Box-Cox transformed GARCH (1, 1) with
        Student-t distribution using the random-walk MetropolisHastings
        algorithm.
License: GPL (>= 2)
Packaged: Mon Nov 2 18:21:32 2009; @work
Repository: CRAN
Date/Publication: 2009-11-02 07:46:19
