stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.
Bayesian Analysis of Stochastic Volatility Models
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.CO 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.