Quotation Hosszejni, Darjus, Kastner, Gregor. 2019. stochvol 2.0.0 - Stochastic volatility models with leverage in R. The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis, 26.03.19


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Magazine/newspaper article
Language English
Title stochvol 2.0.0 - Stochastic volatility models with leverage in R
Title of journal The ISBA Bulletin - The official bulletin of the International Society for Bayesian Analysis
Year 2019
Date March 26, 2019
URL https://bayesian.org/wp-content/uploads/2019/03/1903.pdf

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Hosszejni, Darjus (Details)
Kastner, Gregor (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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