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]

Rossi, P., Allenby, G., and McCulloch, R. (2005) Bayesian Statistics and Marketing. J. Wiley


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