[R-SIG-Finance] CARMA models with Yuima package

stefano iacus stefano.iacus at unimi.it
Fri Sep 12 00:22:59 CEST 2014


Hi all,
in case you ever wanted to play with Carma models (simulation&estimation): we have just added this functionality to the Yuima package. 
Stefano + the rest of Yuima team but especially Lorenzo

http://arxiv.org/abs/1409.3027

Sent from my StrawBerry®


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