Extended SV model through the MLE method

[cemal95]

Dear All,

I had a look at the SV model using the MLE method for the univariate case, does anyone know how to implement the extended SV model with an additional dependent varaible, say SPY data? It is also known as SV-X model

And is it possible to change the distribution from a normal to a student-t distribution @ChadFulton