Publikationen

Publikationen pro Jahr 2011 2014 2015 2016 2017 2019 2021 2021

• 12 Konferenzposter
• 10 Originalbeitrag in Fachzeitschrift
• 7 Working/Discussion Paper
• 6 WU Working Paper
• 14 Mehr
  • 4 Beitrag in Konferenzband
  • 4 Software
  • 2 Populärwissenschaftlicher Artikel
  • 1 Sammelband (Herausgeberschaft)
  • 1 Beitrag in Sammelwerk
  • 1 Sonstiger Beitrag in Fachzeitschrift
  • 1 Dissertation

Publikationen pro Jahr

Publikationen pro Jahr

Suchergebnisse

• 2021

  Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol

  Hosszejni, D. & Kastner, G., 2021, Vienna.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Datei
  20 Downloads (Pure)
• 2017

  Sophisticated and Small Versus Simple and Sizeable: When Does it Pay Off to Introduce Drifting Coefficients in Bayesian VARs?

  Feldkircher, M., Huber, F. & Kastner, G., 2017.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Sparse Bayesian Vector Autoregressions in Huge Dimensions

  Kastner, G. & Huber, F., 2017.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2016

  Sparse Bayesian Time-Varying Covariance Estimation in Many Dimensions

  Kastner, G., 2016.

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• 2015

  Dealing with Stochastic Volatility in Time Series Using the R Package stochvol

  Kastner, G., 1 Feb. 2015, (R Package Vignette).

  Publikation: Working/Discussion Paper › Working Paper/Preprint

• Heavy-Tailed Innovations in the R Package stochvol

  Kastner, G., 1 Mai 2015, (R Package Vignette).

  Publikation: Working/Discussion Paper › Working Paper/Preprint

  Datei
  9 Downloads (Pure)
• 2013

  Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models

  Kastner, G. & Frühwirth-Schnatter, S., 2013, (Research Report Series, Institute for Statistics and Mathematics, Band 121).

  Publikation: Working/Discussion Paper › Working Paper/Preprint