Efficient Estimation of the Stochastic Volatility Model with Leverage

Hosszejni, D. (Speaker)
Gregor Kastner (Contributor)

Institute for Statistics and Mathematics

Activity: Talk or presentation › Science to science

Period	2 Jul 2018 → 3 Jul 2018
Event title	BAYSM
Event type	Unknown
Degree of Recognition	International

Austrian Classification of Fields of Science and Technology (ÖFOS)

101026 Time series analysis
502025 Econometrics
101018 Statistics
102022 Software development

Documents & Links

baysm2018
File: application/pdf, 7.28 MB
Type: Text

Related content

Publications
Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage
Publication: Chapter in book/Conference proceeding › Chapter in edited volume