BSS

Efficient simulation of Brownian semistationary (BSS) processes using the hybrid simulation scheme, as described in Bennedsen, Lunde, Pakkannen (2017) doi:10.48550/arXiv.1507.03004, as well as functions to fit BSS processes to data, and functions to estimate the stochastic volatility process of a BSS process.

Last 30 days

This package has been downloaded 177 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,125 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 29 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.