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cff-version: 1.2.0
message: 'To cite package "stochvolTMB" in publications use:'
type: software
license: GPL-3.0-only
title: 'stochvolTMB: Likelihood Estimation of Stochastic Volatility Models'
version: 0.3.0
doi: 10.32614/CRAN.package.stochvolTMB
abstract: Parameter estimation for stochastic volatility models using maximum likelihood.
  The latent log-volatility is integrated out of the likelihood using the Laplace
  approximation. The models are fitted via 'TMB' (Template Model Builder) (Kristensen,
  Nielsen, Berg, Skaug, and Bell (2016) <https://doi.org/10.18637/jss.v070.i05>).
authors:
- family-names: Wahl
  given-names: Jens
  email: jens.c.wahl@gmail.com
repository: https://CRAN.R-project.org/package=stochvolTMB
repository-code: https://github.com/JensWahl/stochvolTMB
url: https://github.com/JensWahl/stochvolTMB
date-released: '2025-01-29'
contact:
- family-names: Wahl
  given-names: Jens
  email: jens.c.wahl@gmail.com