demo | Run shiny demo |
estimate_parameters | Estimate parameters for the stochastic volatility model |
plot.stochvolTMB | Plot estimated latent volatility process |
residuals | Calculate one-step-ahead (OSA) residuals for stochastic volatility model. |
sim_sv | Simulate data from the stochastic volatility model |
spy | Daily closing prices for the S&P500 from 2005 to 2018. |
summary.stochvolTMB | Summary tables of model parameters |