factorstochvol (Q117776)
From MaRDI portal
Item:Q117776
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | factorstochvol |
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models |
Statements
7 December 2021
0 references
expanded from: GPL (≥ 2) (English)
0 references
