R-factorstochvol (R/R-factorstochvol) Updated: 11 months, 2 weeks ago Add to my watchlist
Bayesian estimation of (sparse) latent factor stochastic volatility modelsVersion: 1.1.0 License: GPL-2+ GitHub
Maintainers | barracuda156 |
Categories | science math R |
Homepage | https://cran.r-project.org/package=factorstochvol |
Platforms | darwin |
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