Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Analysis of Multivariate Financial Time Series via Bayesian Factor Stochastic Volatility Models. y-BIS 2013: Joint Meeting of Young Business and Industrial Statisticians, Mimar Sinan Fine Arts University, Istanbul, Türkei, 19.09.-21.09. 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 Analysis of Multivariate Financial Time Series via Bayesian Factor Stochastic Volatility Models
Event y-BIS 2013: Joint Meeting of Young Business and Industrial Statisticians
Year 2013
Date 19.09.-21.09.
Country Turkey
Location Mimar Sinan Fine Arts University, Istanbul
URL http://ybis13.msgsu.edu.tr/
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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