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stochvol
svsample_roll
svsample_roll function
Rolling Estimation of Stochastic Volatility Models
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stochvol package
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Maintainer: Darjus Hosszejni
License: GPL (>= 2)
Last published: 2025-10-13
Useful links
https://github.com/gregorkastner/stochvol/issues
https://gregorkastner.github.io/stochvol/