rithah's Stars
yinanzhu12/MCMC-SV
A study of Markov Chain Monte Carlo and Stochastic Volatility Model
mtitsias/MSV
MATLAB code for: Scalable inference for a full multivariate stochastic volatility model
A study of Markov Chain Monte Carlo and Stochastic Volatility Model
MATLAB code for: Scalable inference for a full multivariate stochastic volatility model