# Modeling Univariate and Multivariate Stochastic Volatility in <i>R</i> with <b>stochvol</b> and <b>factorstochvol</b>

> Research article (Journal of Statistical Software, 2021) · cited 44× · AI/ML

**Wikidata**: [openalex:W3215534414](https://www.wikidata.org/wiki/openalex:W3215534414)  
**Source**: https://4ort.xyz/entity/modeling-univariate-and-multivariate-stochastic-volatility-in-i-r-i-with-b-stochvol-b-and-b-factorstochvol-b