Books on Bayesian inferential analysis of GARCH models

Question

Do you know books about Bayesian inferential analysis of GARCH models with the analysis of these models in R and JAGS?

Here is a list of the books I already have:

[Ardia] - Financial Risk Management with Bayesian Estimation of GARCH Models_ Theory and Applications
[Ruppert] - Statistics and Data Analysis for Financial Engineering with R examples [2nd ed.] (2015)
(Frank J. Fabozzi Series) Svetlozar T. Rachev, John S. J. Hsu, Biliana S. Bagasheva, Frank J. Fabozzi CFA - Bayesian Methods in Finance-Wiley (2008)
[Ardia, Catania] - Markov–Switching GARCH Models in R - [2016]

score 2 · Accepted Answer · answered Jan 04 '19 at 10:11

2

answered Jan 04 '19 at 10:11

Xi'an

1 Answers1