Quotation Huber, Florian, Kastner, Gregor, Feldkircher, Martin. 2018. Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. 12th International Conference on Computational and Financial Econometrics (CFE 2018), University of Pisa, Italy, 14.12.-16.12. 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 Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models
Event 12th International Conference on Computational and Financial Econometrics (CFE 2018)
Year 2018
Date 14.12.-16.12.
Country Italy
Location University of Pisa
URL http://www.cfenetwork.org/CFE2018/
Invited Talk Y

Associations

People
Kastner, Gregor (Details)
External
Feldkircher, Martin (Oesterreichische Nationalbank (OeNB), Austria)
Huber, Florian (University of Salzburg, Austria)
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)
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