bayesGARCH is an R package based on the content of the book:

Ardia David (2008) Financial Risk Management with Bayesian Estimation 
  of GARCH Models: Theory and Applications, Springer-Verlag, LNEMS 612, DOI:10.1007/978-3-540-78657-3,
  ISBN: 978-3-540-78656-6, URL http://www.springer.com/economics/econometrics/book/978-3-540-78656-6


The package is still under development and is distributed 
without warranty. 

Thanks to report bugs or make suggestions to <david.ardia@unifr.ch>

## NEWS
2008-12-03: version 1-00.02 released

2008-06-02: version 1-00.01 released