geovol
cranv1.1Geopolitical Volatility (GEOVOL) Modelling. Simulation, estimation and testing for geopolitical volatility (GEOVOL) based on the global common volatility model of Engle and Campos-Martins (2023) <doi:10.1016/j.jfineco.2022.09.009>. GEOVOL is modelled as a latent multiplicative volatility factor with heterogeneous factor loadings. Estimation i
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curl https://depscope.dev/api/check/cran/geovolFirst published · 2025-05-07 13:22:17
Last updated · 2025-05-07T11:30:09+00:00