[R-sig-finance] Bayesian inference on GARCH models

[Washington S Silva]

Dear List,

I'm trying to perform bayesian inference on GARCH models, but I'm in 
(serious) trouble. I wonder if somebody has a clue (or a piece of code!!) 
about how I would implement, using the R language of course, the posterior 
distribution of a GARCH model with gaussian inovations and flat priors that 
respect at least the positiviy and stationary restrictions. The possible 
answers will be my starting point to the problem.

Any help greately appreciated!!!

Washington Santos Silva