Projects: cran: factorstochvol
https://packages.ecosyste.ms/registries/cran.r-project.org/packages/factorstochvol
Bayesian Estimation of (Sparse) Latent Factor Stochastic
Volatility Models
13 versions
Latest release: over 2 years ago
2 dependent packages
400 downloads last month
Science Score: 85/100
Starting Score: 100 points
Bonuses:
Penalties:
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-15
No science keywords
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Very Likely Science (85)
Papers Mentioning factorstochvol 1
10.1111/1467-8489.12433
On the joint volatility dynamics in international dairy commodity markets*Cited by: 2
Author(s): Anthony N. Rezitis, Gregor Kastner
Software Mentions: 1
Published: about 5 years ago