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 |
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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 |