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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| 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)