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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "BayesBEKK" in publications use:'
type: software
license: GPL-3.0-only
title: 'BayesBEKK: Bayesian Estimation of Bivariate Volatility Model'
version: 0.1.1
doi: 10.32614/CRAN.package.BayesBEKK
abstract: 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) <http://www.jstor.org/stable/3532933> has been used to estimate
  the bivariate time series data using Bayesian technique.
authors:
- family-names: Lama
  given-names: Achal
  email: achal.lama@icar.gov.in
- family-names: Jha
  given-names: Girish K
- family-names: Singh
  given-names: K N
- family-names: Gurung
  given-names: Bishal
repository: https://cranhaven.r-universe.dev
commit: 72c2671407030f0361e0b38b0389dcc3170dd3ad
date-released: '2026-05-14'
contact:
- family-names: Lama
  given-names: Achal
  email: achal.lama@icar.gov.in