factorstochvol (Q43157)
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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
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expanded from: GPL (≥ 2) (English)
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