stochvolTMB

swMATH40909CRANstochvolTMBMaRDI QIDQ1354405FDOQ1354405

Likelihood Estimation of Stochastic Volatility Models

Jens Christian Wahl

Last update: 13 August 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.2.0

Official website: https://cran.r-project.org/web/packages/stochvolTMB/index.html

Source code repository: https://github.com/cran/stochvolTMB

Cites work

• TMB: Automatic Differentiation and Laplace Approximation

Cited In (1)

• factorstochvol

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