Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
stochvol
stochvol-package
stochvol-package
Efficient Bayesian Inference for Stochastic Volatility (SV) Models
Copy
stochvol package
Read PDF manual
Maintainer: Darjus Hosszejni
License: GPL (>= 2)
Last published: 2025-08-20
Useful links
https://github.com/gregorkastner/stochvol/issues
https://gregorkastner.github.io/stochvol/