Authors and Citation

  • Martin Lysy. Author, maintainer.

Citation

Source: DESCRIPTION

Lysy M (2024). svcommon: Fast Inference for Common-Factor Stochastic Volatility Models. R package version 0.1.1, https://mlysy.github.io/svcommon/, https://github.com/mlysy/svcommon. 

@Manual{,
  title = {svcommon: Fast Inference for Common-Factor Stochastic Volatility Models},
  author = {Martin Lysy},
  year = {2024},
  note = {R package version 0.1.1, https://mlysy.github.io/svcommon/},
  url = {https://github.com/mlysy/svcommon},
}