This folder contains the main paper [Bernardi, Bianchi, and Bianco (2022)] and the code to perform semi-parametric variational Bayes inference for univariate stochastic volatility models with arbitrary smoothness in the approximate posterior densities.
A simple R code named TestCode.R is provided together with the source package VBSV_1.0.tar.gz.
If you have any issues/comments please mail me nicolas.bianco@upf.edu