Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

Gregor Kastner, Sylvia Frühwirth-Schnatter, Hedibert Freitas Lopes

Statistics and Mathematics

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

75 Zitationen
1 WU Working Paper und Case

1 Ergebnisse

2016

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
Kastner, G., Frühwirth-Schnatter, S. & Lopes, H. F., 24 Feb. 2016, Vienna: WU Vienna University of Economics and Business, (Research Report Series / Department of Statistics and Mathematics; Nr. 128).
Publikation: Working/Discussion Paper › WU Working Paper und Case

Open Access
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