ASV

Stochastic Volatility Models with or without Leverage

CRAN Package

The efficient Markov chain Monte Carlo estimation of stochastic volatility models with and without leverage (asymmetric and symmetric stochastic volatility models). Further, it computes the logarithm of the likelihood given parameters using particle filters.


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This package has been downloaded 248 times in the last 30 days. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.

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  • Imports4 packages
  • Linking To3 packages