Have you asked the authors?
2011/1/11 xiangji ma <[email protected]> > Dear all, > > Happy holiday. > > I have a question to consult you guys. > > Has anyone seen any R package implementing Stochastic Volatility Model with > Jumps in Returns and Volatility? > > Springer has a article "Stochastic Volatility Model with Jumps in Returns > and Volatility: An R-Package Implementation " But I do not find the R > package. > > http://www.springerlink.com/content/h44g420850668717/ > > It will be great help you can send me the R package implementing similar > model. > > [[alternative HTML version deleted]] > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
