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Q43157
label / enlabel / en
factorstochvol
description / endescription / en
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
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Property / instance of: R package / rank
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Property / last update
7 December 2021
Timestamp+2021-12-07T00:00:00Z
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Property / last update: 7 December 2021 / rank
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1.0.1
 
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Property / software version identifier: 1.0.1 / qualifier
publication date: 7 December 2021
Timestamp+2021-12-07T00:00:00Z
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Property / author: Gregor Kastner / rank
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Property / maintained by: Gregor Kastner / rank
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Property / copyright license: GNU General Public License, version 2.0 / rank
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Property / copyright license: GNU General Public License, version 3.0 / rank
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Property / copyright license: GNU General Public License, version 3.0 / qualifier
edition/version: expanded from: GPL (≥ 2) (English)
 
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Property / imports: stochvol / rank
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Property / imports: stochvol / qualifier
 
Property / cites work
 
Property / cites work: Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models / rank
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Property / cites work
 
Property / cites work: Sparse Bayesian time-varying covariance estimation in many dimensions / rank
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Property / CRAN project
 
Property / CRAN project: factorstochvol / rank
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Latest revision as of 11:21, 25 October 2023

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