Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2013. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 7th CSDA International Conference on Computational and Financial Econometrics (CFE13), Senate House, University of London, Großbritannien, 14.12.-16.12. 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 | Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series |
| Event | 7th CSDA International Conference on Computational and Financial Econometrics (CFE13) |
| Year | 2013 |
| Date | 14.12.-16.12. |
| Country | United Kingdom |
| Location | Senate House, University of London |
| URL | http://cfenetwork.org/CFE2013/ |
| 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)