Quotation Kastner, Gregor, Frühwirth-Schnatter, Sylvia, Lopes, Hedibert Freitas. 2015. Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models. 30th International Workshop on Statistical Modelling (IWSM 2015), Linz, Österreich, 06.07.-10.07.


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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 Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models
Event 30th International Workshop on Statistical Modelling (IWSM 2015)
Date 06.07.-10.07.
Location Linz
Country Austria
Year 2015
URL http://ifas.jku.at/iwsm2015/

Associations

People
Kastner, Gregor (Details)
Frühwirth-Schnatter, Sylvia (Details)
External
Lopes, Hedibert Freitas (Insper, Brazil)
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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