Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol

DOI10.18637/JSS.V100.I12MaRDI QIDQ70786FDO

Authors Darjus Hosszejni, Gregor Kastner

Publication date 2021

Published in Journal of Statistical Software (Search for Journal in Brave)

Cited in

(1)

• stochvol

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