Quasi-likelihood and indirect inference in non-Gaussian stochastic volatility models CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) Quasi-likelihood and indirect inference in non-Gaussian stochastic volatility models for univariate and multivariate financial data. For univariate data both quasi-likelihood estimation and indirect inference are implemented, while for the bivariate data a quasi-likelihood method is implemented. Software Depends: R (>= 2.4.0), setRNG Øivind Skare <oivind.skare@medisin.uio.no> Øivind Skare GPL (>= 2) 2011-04-10 application/tgz http://CRAN.R-project.org/package=SV