factorstochvol (Q43157)

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Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
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English
factorstochvol
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

    Statements

    instance of
    R package
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    last update
    7 December 2021
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    software version identifier
    1.0.1
    publication date
    7 December 2021
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    programmed in
    R
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    Identifiers

    swMATH work ID
    31446
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