Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol
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Publication:70786
DOI10.18637/jss.v100.i12MaRDI QIDQ70786
Gregor Kastner, Darjus Hosszejni
Publication date: 2021
Published in: Journal of Statistical Software (Search for Journal in Brave)
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