Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2014. Sparse Bayesian Latent Factor Stochastic Volatility Models for High-Dimensional Financial Time Series. 12th ISBA World Meeting, Cancún, Mexiko, 14.07.-18.07.


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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 12th ISBA World Meeting
Date 14.07.-18.07.
Location Cancún
Country Mexico
Year 2014
URL http://isba2014.eventos.cimat.mx/

Associations

People
Kastner, Gregor (Details)
Frühwirth-Schnatter, Sylvia (Details)
External
Lopes, Hedibert Freitas (INSPER Institute of Education and Research, Brazil)
Organization
Institute for Statistics and Mathematics IN (Details)
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