Package: SV
Type: Package
Title: Quasi-likelihood and indirect inference in non-Gaussian
        stochastic volatility models
Version: 1.3.5
Date: 2010-07-15
Author: Øivind Skare
Maintainer: Øivind Skare <oivind.skare@medisin.uio.no>
Description: Quasi-likelihood and indirect inference in non-Gaussian
        stochastic volatility models for univariate and multivariate
        financial data. For univariate data both quasi-likelihood
        estimation and indirect inference are implemented, while for
        the bivariate data a quasi-likelihood method is implemented.
Depends: R (>= 2.4.0), setRNG
SystemRequirements: Armadillo (>= 0.9.0)
License: GPL (>= 2)
LazyLoad: yes
Encoding: UTF-8
URL: http://folk.uio.no/skare/SV, http://arma.sourceforge.net/
Packaged: 2011-04-09 20:39:27 UTC; skare
Repository: CRAN
Date/Publication: 2011-04-10 08:15:12
