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  1. stochvol stochvol Public

    Partial re-write of the R package stochvol to allow for asymmetry (leverage).

    R 16 9

  2. factorstochvol factorstochvol Public

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  3. threshtvp threshtvp Public

    Implementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)

    R 3 7

  4. BayesianLearningCode BayesianLearningCode Public

    Code accompanying "Bayesian Learning"

    R 2

  5. bayes-inferenz bayes-inferenz Public

    Some code accompanying a forthcoming book chapter

    R 1

  6. j-ISBA.github.io j-ISBA.github.io Public

    Forked from j-ISBA/j-ISBA.github.io

    j-ISBA website

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