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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "geovol" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'geovol: Geopolitical Volatility (GEOVOL) Modelling'
version: '1.1'
doi: 10.32614/CRAN.package.geovol
abstract: Simulation, estimation and testing for geopolitical volatility (GEOVOL)
  based on the global common volatility model of Engle and Campos-Martins (2023) <https://doi.org/10.1016/j.jfineco.2022.09.009>.
  GEOVOL is modelled as a latent multiplicative volatility factor with heterogeneous
  factor loadings. Estimation is carried out as a maximization-maximization procedure,
  where GEOVOL and the GEOVOL loadings are estimated iteratively until convergence.
authors:
- family-names: Campos-Martins
  given-names: Susana
  email: scmartins@ucp.pt
repository: https://scmartins.r-universe.dev
commit: a335b71339d51c22dffbced6c4f2e1f4ecee37f7
url: https://sites.google.com/site/susanacamposmartins/
date-released: '2025-05-06'
contact:
- family-names: Campos-Martins
  given-names: Susana
  email: scmartins@ucp.pt