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

DOI10.18637/jss.v100.i12MaRDI QIDQ70786

Darjus Hosszejni, Gregor Kastner

Publication date: 2021

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

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