Quotation 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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Publication's profile

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)
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