Stochastic Volatility Models with or without Leverage


[Up] [Top]

Documentation for package ‘ASV’ version 1.0.0

Help Pages

ASV-package Stochastic Volatility Models with or without Leverage
ASV Stochastic Volatility Models with or without Leverage
asv_apf Auxiliary particle filter for stochastic volatility models with leverage
asv_mcmc MCMC estimation for stochastic volatility models with leverage
asv_pf Particle filter for stochastic volatility models with leverage
ReportMCMC Summary statistics, diagnostic statistics and plots.
sv_apf Auxiliary particle filter for stochastic volatility models without leverage
sv_mcmc MCMC estimation for stochastic volatility models without leverage
sv_pf Particle filter for stochastic volatility models without leverage