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 -