Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Strategies for Boosting MCMC Estimation of Multivariate Factor Stochastic Volatility (SV) Models. 17th Young Statisticians Meeting, Piran, Slowenien, 12.10.-14.10. Invited Talk


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Strategies for Boosting MCMC Estimation of Multivariate Factor Stochastic Volatility (SV) Models
Event 17th Young Statisticians Meeting
Year 2012
Date 12.10.-14.10.
Country Slovenia
Location Piran
URL http://vladowiki.fmf.uni-lj.si/doku.php?id=events:ysm12:index
Invited Talk Y

Associations

People
Kastner, Gregor (Details)
Frühwirth-Schnatter, Sylvia (Details)
External
Lopes, Hedibert Freitas (The University of Chicago Booth School of Business, United States/USA)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (ÖSTAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
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