TY - GEN TI - Heavy-Tailed Innovations in the R Package stochvol AB - We document how sampling from a conditional Student's t distribution is implemented in stochvol. Moreover, a simple example using EUR/CHF exchange rates illustrates how to use the augmented sampler. We conclude with results and implications. AF - R Package Vignette UR - http://cran.r-project.org/web/packages/stochvol/vignettes/heavytails.pdf PY - 2015-05-01 AU - Kastner, Gregor ER -