毕业设计&课设-一个用于实现随机波动率模型（包括LSTM-SV、SV等）的贝叶斯推理、预测和模拟的Matlab包。.zip

# Stochastic-Volatility A Matlab package to implement Bayesian Inference, forecast and simulation for stochastic volatility models including LSTM-SV, SV, etc. ## How to cite If you use this code in your research, please cite the paper: ``` @article{Nguyen:2019JBES, author = {Nghia Nguyen and Minh-Ngoc Tran and David Gunawan and Robert Kohn}, title = {A Statistical Recurrent Stochastic Volatility Model for Stock Markets}, journal = {Journal of Business & Economic Statistics}, volume = {41}, pages = {414-428}, eprint = {arXiv:1906.02884}, year = "2022" } ```