Dealing with Stochastic Volatility in Time Series Using the R Package stochvol

28 June 2019

Papers citing "Dealing with Stochastic Volatility in Time Series Using the R Package stochvol"

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Title
Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models G. Kastner Sylvia Fruhwirth-Schnatter 20 295 0 16 Jun 2017