A fast simulation on stochastic volatility model, with jump tests, p-values pooling, and FDR adjustments.
|Author||Kaiqiao Li [aut, cre], Pei Fen Kuan [aut], Kan He [ctb], Lizhou Nie [ctb], Wei Zhu [ctb]|
|Maintainer||Kaiqiao Li <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.