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Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol - MaRDI portal

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol (Q70786)

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

    Statements

    volume
    100
    0 references
    issue
    12
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    publication date
    2021
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    author
    Darjus Hosszejni
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    Gregor Kastner
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    Identifiers

    DOI
    10.18637/jss.v100.i12
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