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