To cite package ‘ASV’ in publications use:
Omori Y (2024). ASV: Stochastic Volatility Models with or without Leverage. R package version 1.1.4, https://CRAN.R-project.org/package=ASV.
Corresponding BibTeX entry:
@Manual{,
title = {ASV: Stochastic Volatility Models with or without
Leverage},
author = {Yasuhiro Omori},
year = {2024},
note = {R package version 1.1.4},
url = {https://CRAN.R-project.org/package=ASV},
}