No articles match
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol7 months ago
Introduction | Model specification and estimation | The stochvol package | Using stochvol within other samplers | Illustrative predictive exercise | Conclusion
Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol7 months ago
Introduction | Univariate SV models | Multivariate SV models | The stochvol package | The factorstochvol package | Summary and discussion