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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| 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 |