Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 5th IMS-ISBA joint meeting MCMSki IV, Chamonix, Frankreich, 06.01.-08.01.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Poster presented at an academic conference or symposium
Language English
Title Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series
Event 5th IMS-ISBA joint meeting MCMSki IV
Date 06.01.-08.01.
Location Chamonix
Country France
Year 2014
URL http://www.pages.drexel.edu/~mwl25/mcmski/

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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