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 <mathprosperity@gmail.com>
To: r-sig-finance@r-project.org
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.

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