luisgruber

Pinned Repositories

factorstochvol
Language:R6 2 43
stochvol
Partial re-write of the R package stochvol to allow for asymmetry (leverage).
Language:R15 4 219
bayesianVARs
MCMC estimation of Bayesian Vectorautoregressions
Language:R6 3 44
factorstochvol
Language:R00
stochvol
Partial re-write of the R package stochvol to allow for asymmetry (leverage).
Language:R00

luisgruber's Repositories

luisgruber/bayesianVARs
MCMC estimation of Bayesian Vectorautoregressions
Language:R6 3 44
luisgruber/factorstochvol
Language:R00
luisgruber/stochvol
Partial re-write of the R package stochvol to allow for asymmetry (leverage).
Language:R00