Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. European Seminar on Bayesian Econometrics (ESOBE), Wien, Österreich, 01.11.-02.11.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models
Event European Seminar on Bayesian Econometrics (ESOBE)
Date 01.11.-02.11.
Location Wien
Country Austria
Year 2012
URL http://esobe2012.wu.ac.at/

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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