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]