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Efficient Bayesian Inference for Stochastic Volatility (SV) Models | |||||||||||||||
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10 March 2023
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3.2.1 | |||||||||||||||
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publication date: 10 March 2023
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Property / author: Darjus Hosszejni / rank | |||||||||||||||
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Property / author: Gregor Kastner / rank | |||||||||||||||
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Property / maintained by: Darjus Hosszejni / 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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software version identifier: ≥ 3.5 | |||||||||||||||
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software version identifier: ≥ 1.0 | |||||||||||||||
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software version identifier: ≥ 0.19 | |||||||||||||||
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Property / cites work: Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models / rank | |||||||||||||||
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Property / cites work: Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage / rank | |||||||||||||||
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Property / cites work: Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol / rank | |||||||||||||||
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Property / cites work: Dealing with Stochastic Volatility in Time Series Using theRPackagestochvol / rank | |||||||||||||||
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Property / CRAN project: stochvol / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:118982a81d19981c8591911737957f05d3f90eef / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:118982a81d19981c8591911737957f05d3f90eef / qualifier | |||||||||||||||
point in time: +2023-03-16T05:32:50Z
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Revision as of 12:08, 25 October 2023
Efficient Bayesian Inference for Stochastic Volatility (SV) Models
Language | Label | Description | Also known as |
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English | stochvol |
Efficient Bayesian Inference for Stochastic Volatility (SV) Models |
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10 March 2023
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expanded from: GPL (≥ 2) (English)
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+2023-03-16T05:32:50Z
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