Xiangji: Did you ask the paper's authors for the package? Their e-mail addresses are in the abstract.
Paul Teetor, Elgin, IL USA http://quanttrader.info/public ________________________________ From: xiangji ma <[email protected]> To: [email protected] Sent: Mon, January 10, 2011 10:17:33 PM Subject: [R-SIG-Finance] Help:SV-Jump model using R? 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.
