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Dealing with Stochastic Volatility in Time Series Using the R Package stochvol Gregor Kastner WU Vienna University of Economics and Business Abstract
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Document Date: 2014-10-16 17:02:58

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File Size: 2,29 MB

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Monte Carlo / Metropolis-Hastings / Renault / /

Currency

EUR / USD / /

Facility

European Central Bank’s Statistical Data Warehouse / Gregor Kastner WU Vienna University of Economics / /

IndustryTerm

typical applications / level visualization tools / stand-alone tool / empirical applications / /

Organization

University of Economics / European Central Bank / /

Person

Gregor Kastner / /

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Position

SV model / it turns / /

ProgrammingLanguage

R / /

Technology

functional programming / Data Warehouse / one algorithm / /

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