Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Dealing with Stochastic Volatility in (Financial) Time Series: A Bayesian Approach. 1st WU-Workshop in Applied Econometrics (WUWAETRIX), WU Vienna University of Economics and Business, Österreich, 13.05.


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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 Dealing with Stochastic Volatility in (Financial) Time Series: A Bayesian Approach
Event 1st WU-Workshop in Applied Econometrics (WUWAETRIX)
Year 2013
Date 13.05.
Country Austria
Location WU Vienna University of Economics and Business

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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