Quotation Frühwirth-Schnatter, Sylvia. 2015. Dynamic covariance estimation using sparse stochastic volatility factor models. 9th Workshop on Bayesian Inference in Stochastic Processes, Istanbul, Türkei, 14.06.-16.06. 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 Dynamic covariance estimation using sparse stochastic volatility factor models
Event 9th Workshop on Bayesian Inference in Stochastic Processes
Year 2015
Date 14.06.-16.06.
Country Turkey
Location Istanbul
URL http://www.maoner.com/bisp9.htm
Invited Talk Y

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Frühwirth-Schnatter, Sylvia (Details)
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Institute for Statistics and Mathematics IN (Details)
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