Quotation Kastner, Gregor. 2018. Efficient Bayesian Estimation of Univariate and Multivariate Stochastic Volatility Models. Summer School in Bayesian Econometrics, University of Kopenhagen, 10.08.18


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Unpublished lecture
Language English
Title Efficient Bayesian Estimation of Univariate and Multivariate Stochastic Volatility Models
Event Summer School in Bayesian Econometrics
Location University of Kopenhagen
Event country Denmark
Date Aug. 10, 2018
URL http://kurser.ku.dk/course/a%c3%98kk08359u/2017-2018

Associations

People
Kastner, Gregor (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1105 Computer software (Details)
1162 Statistics (Details)
5323 Econometrics (Details)
5701 Applied statistics (Details)
5707 Time series analysis (Details)
Google Scholar: Search