stochvol 2.0.0 - Stochastic volatility models with leverage in R

^*Corresponding author for this work

Publication: Popular science articles (i.e. magazines) › Popular science article

Original language	English
Pages	8-15
Volume	26
No.	1
Specialist publication	ISBA Bulletin
Publisher	International Society for Bayesian Analysis
Publication status	Published - 26 Mar 2019

Austrian Classification of Fields of Science and Technology (ÖFOS)

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol
Hosszejni, D. & Kastner, G., 2021, In: Journal of Statistical Software. 100, 12, p. 1 - 34
Publication: Scientific journal › Journal article › peer-review

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stochvol
Hosszejni, D. & Kastner, G., 12 Jul 2021
Publication: Non-textual form › Software

Open Access

@misc{27e2c2fbd82c42e5b6116dc6da8c9f5d,

title = "stochvol 2.0.0 - Stochastic volatility models with leverage in R",

author = "Darjus Hosszejni and Gregor Kastner",

year = "2019",

month = mar,

day = "26",

language = "English",

volume = "26",

pages = "8--15",

journal = "ISBA Bulletin",

publisher = "International Society for Bayesian Analysis",

address = "United States",

}