move stochastic volatility to time series

pymc-devs / pymc-examples

Examples of PyMC models, including a library of Jupyter notebooks.

https://www.pymc.io/projects/examples/en/latest/

MIT License

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move stochastic volatility to time series #601

Closed daniel-saunders-phil closed 10 months ago

daniel-saunders-phil commented 10 months ago

We meant to move this one during the big reshuffle of case studies in #599 . Stochastic volatility is our only finished notebook showing the gaussian random walk in action so it belongs in time series.

:books: Documentation preview :books:: https://pymc-examples--601.org.readthedocs.build/en/601/