TY - GEN TI - Dynamic covariance estimation using sparse Bayesian factor stochastic volatility models AF - 30th International Workshop on Statistical Modelling (IWSM 2015) PP - Linz UR - http://ifas.jku.at/iwsm2015/ PY - 2015-07-01 AU - Kastner, Gregor AU - Frühwirth-Schnatter, Sylvia AU - Lopes, Hedibert Freitas ER -