Nothing
## Simulate a highly persistent SV process of length 500
sim <- svsim(500, phi = 0.99, sigma = 0.1)
print(sim)
summary(sim)
plot(sim)
## Simulate an SV process with leverage
sim <- svsim(200, phi = 0.94, sigma = 0.15, rho = -0.6)
print(sim)
summary(sim)
plot(sim)
## Simulate an SV process with conditionally heavy-tails
sim <- svsim(250, phi = 0.91, sigma = 0.05, nu = 5)
print(sim)
summary(sim)
plot(sim)
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.