Ecosyste.ms: Papers

An open API service providing mapping between scientific papers and software projects that are mentioned in them.
All mentions data is based on the CZI Software Mentions dataset.

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: about 1 year ago
2 dependent packages
400 downloads last month

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: over 3 years ago