Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2012. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models. 6th CSDA International Conference on Computational and Financial Econometrics (CFE'12), Conference Centre, Oviedo, Spanien, 01.12.-03.12. Invited Talk
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Paper presented at an academic conference or symposium |
| Language | English |
| Title | Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility (SV) Models |
| Event | 6th CSDA International Conference on Computational and Financial Econometrics (CFE'12) |
| Year | 2012 |
| Date | 01.12.-03.12. |
| Country | Spain |
| Location | Conference Centre, Oviedo |
| URL | http://www.cfe-csda.org/cfe12/ |
| 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)