stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.
Generalized Autoregressive Conditional Heteroskedasticity
4 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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Machine learning regression models assess the impact of US tariffs on the Australian stock market index around the April 2025 implementation date.
citing papers explorer
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Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.
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USA Tariffs Effect: Machine Learning Insights into the Stock Market
Machine learning regression models assess the impact of US tariffs on the Australian stock market index around the April 2025 implementation date.
- Geometric Observables for Financial Regime Detection
- The Emergence of Photonic Crystalline Order and Time-Series Dynamics in NaCl Droplet Deposition