Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models

Gregor Kastner
, Sylvia Frühwirth-Schnatter
, Hedibert Freitas Lopes

Statistics and Mathematics

Publikation: Working/Discussion Paper › WU Working Paper und Case

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2017

Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
Kastner, G., Frühwirth-Schnatter, S. & Lopes, H. F., 2017, in: Journal of Computational and Graphical Statistics. 26, 4, S. 905 - 917
Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung