Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods.
|Author||Gregor Kastner [aut, cre]|
|Date of publication||2017-09-19 00:32:35 UTC|
|Maintainer||Gregor Kastner <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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