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stochvolTMB - MaRDI portal

stochvolTMB (Q1354405)

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Likelihood Estimation of Stochastic Volatility Models
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English
stochvolTMB
Likelihood Estimation of Stochastic Volatility Models

    Statements

    instance of
    R package
    0 references
    last update
    13 August 2021
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    software version identifier
    0.2.0
    publication date
    13 August 2021
    0 references
    imports
    ggplot2
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    stats
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    MASS
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    TMB
    0 references
    sn
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    data.table
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    programmed in
    R
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    depends on software
    R
    0 references

    Identifiers

    swMATH work ID
    40909
    0 references
    CRAN project
    stochvolTMB
    0 references
     
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