Quotation Kastner, Gregor. 2015. Sparse Volatility Modelling for High-Dimensional Time Series. 15th Annual Conference of the European Network for Business and Industrial Statistics (ENBIS-15), Prag, Tschechische Republik, 06.09.-10.09. Invited Talk


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Sparse Volatility Modelling for High-Dimensional Time Series
Event 15th Annual Conference of the European Network for Business and Industrial Statistics (ENBIS-15)
Year 2015
Date 06.09.-10.09.
Country Czech Republic
Location Prag
URL http://www.enbis.org/activities/events/current/380_ENBIS_15_in_Prague/?_ts=28176&_ts=28176
Invited Talk Y

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Kastner, Gregor (Details)
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Institute for Statistics and Mathematics IN (Details)
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